Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach

DOI10.1051/ps:2007026zbMath1184.35028OpenAlexW2161160648MaRDI QIDQ5429612

Etienne Pardoux, Abdellatif Benchérif-Madani

Publication date: 30 November 2007

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__385_0

zbMATH Keywords

diffusion approximationbackward SDEnew ergodic theorems

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Transition functions, generators and resolvents (60J35) Semilinear parabolic equations (35K58) Viscosity solutions to PDEs (35D40)

Related Items

Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise, Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition, Convergence rates in homogenization of parabolic systems with locally periodic coefficients, Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients, New characterizations of the \(S\) topology on the Skorokhod space, Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media

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