scientific article; zbMATH DE number 5056055
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Publication:5488589
zbMath1104.60039MaRDI QIDQ5488589
Publication date: 22 September 2006
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hamilton-Jacobi-Bellman equationnonlinear Feynman-Kac formulaforward backward stochastic differential equation
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On the stochastic homogenization of fully nonlinear uniformly parabolic equations in stationary ergodic spatio-temporal media ⋮ Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients ⋮ Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media ⋮ Rates of convergence for the homogenization of fully nonlinear uniformly elliptic PDE in random media ⋮ Higher order convergence rates in theory of homogenization. II: Oscillatory initial data ⋮ Optimal control of multiscale systems using reduced-order models
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