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

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Latest revision as of 10:07, 30 July 2024

scientific article; zbMATH DE number 2043110
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Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
scientific article; zbMATH DE number 2043110

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    Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (English)
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    15 February 2004
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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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