Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (Q1964793): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s000300050010 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S000300050010 / rank | |||
Normal rank | |||
Latest revision as of 15:50, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs |
scientific article |
Statements
Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs (English)
0 references
15 January 2001
0 references
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.
0 references
viscosity solutions
0 references
periodic structures
0 references
nonlinear Feynman-Kac formula
0 references
