Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations

DOI10.1081/SAP-120028024zbMath1037.60059MaRDI QIDQ4450716

Youssef Ouknine, El Hassan Es-Saky

Publication date: 15 February 2004

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

Full work available at URL: https://doi.org/10.1081/sap-120028024

zbMATH Keywords

variational inequality; viscosity solution; homogenization; convergence in law; reflected backward stochastic differential equation; multi-valued partial differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K85: Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators

49L25: Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games

Related Items

Reflected stochastic partial differential equations with jumps, Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Cites Work

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