Limit of a parabolic PDE solution depending on two parameters (Q2959601)
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scientific article; zbMATH DE number 6683109
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| English | Limit of a parabolic PDE solution depending on two parameters |
scientific article; zbMATH DE number 6683109 |
Statements
LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS (English)
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9 February 2017
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parabobolic PDE
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stochastic differential equation
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backward stochastic differential equation
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homogenization
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large deviations principle
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viscosity solution
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0.7902651429176331
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0.7865484356880188
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0.7653980255126953
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