LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS
DOI10.12732/ijam.v29i3.6zbMath1357.35171OpenAlexW2512476509MaRDI QIDQ2959601
Alioune Coulibaly, Clément Manga, Alassane Diédhiou
Publication date: 9 February 2017
Published in: International Journal of Apllied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.12732/ijam.v29i3.6
stochastic differential equationviscosity solutionhomogenizationlarge deviations principlebackward stochastic differential equationparabobolic PDE
Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Second-order parabolic equations (35K10) Viscosity solutions to PDEs (35D40)
Related Items (1)
This page was built for publication: LIMIT OF A PARABOBOLIC PDE SOLUTION DEPENDING ON TWO PARAMETERS