Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients
DOI10.1080/07362990500522197zbMATH Open1104.60028OpenAlexW1969515346MaRDI QIDQ5488645FDOQ5488645
Authors: Youssef Ouknine, E. H. Essaky 
Publication date: 22 September 2006
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990500522197
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Cites Work
- Adapted solution of a backward stochastic differential equation
- Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
- Random time changes and convergence in distribution under the Meyer-Zheng conditions
- On the Poisson equation and diffusion approximation. I
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient
- Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs
- Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
- BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
- Backward stochastic differential equation with local time
- Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs
- Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
Cited In (9)
- Homogenization of semilinear PDEs with discontinuous averaged coefficients
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients
- Averaging principle for backward stochastic differential equations
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion
- Weak solution of semi-linear PDE, BSDE and homogenization
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
- CONVERGENCE OF BSDEs AND HOMOGENIZATION OF ELLIPTIC SEMI-LINEAR PDEs
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media
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