Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs
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Publication:2238887
DOI10.1016/j.spa.2021.07.006zbMath1480.60159arXiv1903.05549OpenAlexW3183966219WikidataQ114130765 ScholiaQ114130765MaRDI QIDQ2238887
Publication date: 2 November 2021
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1903.05549
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (4)
On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process ⋮ An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion ⋮ Infinite horizon BSDEs under consistent nonlinear expectations ⋮ Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions
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