Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753): Difference between revisions

The authors study the limit of semilinear variational inequalities (SVI) involving a second-order differential operator of parabolic type with rapidly oscillating, periodic coefficients. The approach used here is the probabilistic one introduced by \textit{É. Pardoux} [J. Funct. Anal. 167, No. 2, 498-520 (1999; Zbl 0935.35010)]. Namely one first proves the weak convergence of the solutions of some reflected backward stochastic differential equation, then uses this result to establish the convergence of the SVI's.