Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (Q2814784)
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English | Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition |
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Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (English)
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23 June 2016
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generalized backward stochastic differential equations
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homogenization
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semilinear PDEs
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Wentzell-type boundary condition
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weak convergence
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