BSDEs, convergence in law and homogenization of semilinear parabolic SDEs

DOI10.1016/S0246-0203(00)01058-XzbMath0986.60063OpenAlexW2026984614MaRDI QIDQ5929090

Guillaume Gaudron, Etienne Pardoux

Publication date: 29 May 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_1_1_0

zbMATH Keywords

homogenizationbackward stochastic differential equationsconvergence of stochastic processesparabolic semilinear partial differential equationsperiodic mediarandom media

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Convergence of probability measures (60B10)

Related Items (9)

Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. ⋮ Quadratic BSDEs with jumps and related PIDEs ⋮ Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media ⋮ BSDEs with regime switching: weak convergence and applications ⋮ BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. ⋮ Homogenization in Random Dirichlet Forms ⋮ Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach ⋮ Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations ⋮ Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

This page was built for publication: BSDEs, convergence in law and homogenization of semilinear parabolic SDEs