Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media

DOI10.1016/j.spa.2016.08.001zbMath1358.60076arXiv1508.07696OpenAlexW2962777983MaRDI QIDQ516020

Khaled Bahlali, Etienne Pardoux, Abouo Elouaflin

Publication date: 20 March 2017

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.07696

zbMATH Keywords

Sobolev spaceshomogenizationS-topologySDEaveraging in Cesàro senseBSDEs and PDEs with discontinuous coefficientsSobolev solution to semilinear PDEsweak convergence of SDEs and BSDEs

Mathematics Subject Classification ID

Nonlinear elliptic equations (35J60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

Related Items (7)

On dynamical systems perturbed by a null-recurrent motion: the general case ⋮ A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion ⋮ Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs ⋮ New characterizations of the \(S\) topology on the Skorokhod space ⋮ An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion ⋮ Approximation of a degenerate semilinear PDE with a nonlinear Neumann boundary condition

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