BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion.
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Publication:1766037
DOI10.1016/S0304-4149(01)00124-7zbMath1058.60045MaRDI QIDQ1766037
Publication date: 25 February 2005
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(01)00124-7
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
35K15: Initial value problems for second-order parabolic equations
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