Hitting properties of a random string.
This paper deals with homogenization of second order divergence form parabolic operators with locally stationary coefficients. Roughly speaking, locally stationary coefficients have two evolution scales: both an almost constant microscopic one and a smoothly varying macroscopic one. The homogenization procedure aims to give a macroscopic approximation that takes into account the microscopic heterogeneities. This paper follows [Probab. Theory Related Fields (2009)] and improves this latter work by...
We show that solutions to some Hamilton-Jacobi Equations associated to the problem of optimal control of stochastic semilinear equations enjoy the hypercontractivity property.