Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (Q1964793): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs |
scientific article |
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Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (English)
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15 January 2001
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For semilinear parabolic partial differential equations (PDEs) with periodic structures a problem of homogenization of viscosity solutions is considered. The tool is the nonlinear Feynman-Kac formula based on backward stochastic differential equations derived by Pardoux and Peng.
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viscosity solutions
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periodic structures
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nonlinear Feynman-Kac formula
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