Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain
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Publication:1612753
DOI10.1016/S0007-4497(02)01120-XzbMath1007.60060MaRDI QIDQ1612753
El Hassan Es-Saky, Youssef Ouknine
Publication date: 27 March 2003
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60)
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