BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.

DOI10.1016/S0304-4149(01)00124-7zbMath1058.60045OpenAlexW1986264510MaRDI QIDQ1766037

Antoine Lejay

Publication date: 25 February 2005

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00124-7

zbMATH Keywords

homogenizationrandom mediadivergence-form operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Initial value problems for second-order parabolic equations (35K15)

Related Items (13)

Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. ⋮ Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions ⋮ Penalization for a PDE with a nonlinear Neumann boundary condition and measurable coefficients ⋮ On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem ⋮ The probabilistic solution of a system of semilinear elliptic PDEs under the third boundary conditions ⋮ A class of globally solvable Markovian quadratic BSDE systems and applications ⋮ New characterizations of the \(S\) topology on the Skorokhod space ⋮ BSDE AND GENERALIZED DIRICHLET FORMS: THE FINITE-DIMENSIONAL CASE ⋮ An approximation result for a nonlinear Neumann boundary value problem via BSDEs ⋮ A probabilistic approach to Dirichlet problems of semilinear elliptic PDEs with singular coefficients ⋮ BACKWARD SDEs AND SOBOLEV SOLUTIONS FOR SEMILINEAR PARABOLIC PDEs WITH SINGULAR COEFFICIENTS ⋮ A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. ⋮ Multivalued backward stochastic differential equations with oblique subgradients

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