Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (Q4450716): Difference between revisions

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scientific article; zbMATH DE number 2043110

Language	Label	Description	Also known as
English	Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations	scientific article; zbMATH DE number 2043110

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instance of

scholarly article

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title

Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (English)

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zbMATH Open document ID

1037.60059

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DOI

10.1081/SAP-120028024

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Stochastic Analysis and Applications

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publication date

15 February 2004

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Mathematics Subject Classification ID

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reflected backward stochastic differential equation

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multi-valued partial differential equation

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viscosity solution

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variational inequality

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homogenization

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convergence in law

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MaRDI profile type

MaRDI publication profile

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cites work

Q5560061

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Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

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Backward Stochastic Differential Equations in Finance

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BSDEs, convergence in law and homogenization of semilinear parabolic SDEs

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Zero-sum stochastic differential games and backward equations

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Random time changes and convergence in distribution under the Meyer-Zheng conditions

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Reflected backward stochastic differential equations with jumps

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Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach

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Adapted solution of a backward stochastic differential equation

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Backward stochastic differential equations with subdifferential operator and related variational inequalities

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Sitelinks

Mathematics(1 entry)

mardi Publication:4450716

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-Q388133
@@ Property / author: Q388133 / rank @@
-Normal rank
@@ Property / author @@
+El Hassan Es-Saky
@@ Property / author: El Hassan Es-Saky / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Random time changes and convergence in distribution under the Meyer-Zheng conditions
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equations with jumps
+Normal rank
@@ Property / cites work @@
+Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with subdifferential operator and related variational inequalities
+Normal rank