Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach

DOI10.1006/JFAN.1999.3441zbMath0935.35010OpenAlexW2092709451MaRDI QIDQ1807753

Etienne Pardoux

Publication date: 19 April 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/a29cf18cbcf20443605c63ae7864df7ef3a21d5f

zbMATH Keywords

Feynman-Kac formulaaveragesrapidly oscillating periodic coefficients

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items (38)

Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain ⋮ Singular homogenization with stationary in time and periodic in space coefficients ⋮ Parameter estimation for multiscale diffusions ⋮ ASYMPTOTIC BEHAVIOR OF A STOCHASTIC EVOLUTION PROBLEM IN A VARYING DOMAIN ⋮ Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise ⋮ Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. ⋮ HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE ⋮ Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions ⋮ Existence and Uniqueness of Multidimensional BSDEs and of Systems of Degenerate PDEs with Superlinear Growth Generator ⋮ On homogenization of space-time dependent and degenerate random flows ⋮ Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition ⋮ A note on Neumann problems on graphs ⋮ Homogenization of non-symmetric jump processes ⋮ Fast-slow stochastic dynamical system with singular coefficients ⋮ Scaling limit for stochastic control problems in population dynamics ⋮ Homogenization of a coupled system with periodic oscillating coefficients ⋮ Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients ⋮ Multiscale problems and homogenization for second-order Hamilton-Jacobi equations ⋮ Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients ⋮ Homogenization of periodic semilinear hypoelliptic PDEs ⋮ Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media ⋮ Application of homogenization and large deviations to a parabolic semilinear equation ⋮ Periodic homogenization for inertial particles ⋮ BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. ⋮ Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Fluctuations of Random Semilinear Advection Equations ⋮ Locally periodic homogenization of reflected diffusion ⋮ Homogenization of periodic linear degenerate PDEs ⋮ Diffusion approximation for fully coupled stochastic differential equations ⋮ Maximum likelihood drift estimation for multiscale diffusions ⋮ Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition ⋮ Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations ⋮ A Probabilistic Formula for a Poisson Equation with Neumann Boundary Condition ⋮ Homogenization of periodic semilinear parabolic degenerate PDEs ⋮ Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients ⋮ Homogenization of a nonlinear random parabolic partial differential equation. ⋮ A multiscale analysis of diffusions on rapidly varying surfaces

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• Tightness criteria for laws of semimartingales
• Random time changes and convergence in distribution under the Meyer-Zheng conditions
• \(H\) convergence for quasi-linear elliptic equations with quadratic growth
• Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Averaging of backward stochastic differential equations, with application to semi-linear pde's
• BSDEs, convergence in law and homogenization of semilinear parabolic SDEs

This page was built for publication: Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach