BSDEs, convergence in law and homogenization of semilinear parabolic SDEs

DOI10.1016/S0246-0203(00)01058-XzbMath0986.60063MaRDI QIDQ5929090

Guillaume Gaudron, Etienne Pardoux

Publication date: 29 May 2002

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_1_1_0

zbMATH Keywords

homogenization; backward stochastic differential equations; convergence of stochastic processes; parabolic semilinear partial differential equations; periodic media; random media

Mathematics Subject Classification ID

35K55: Nonlinear parabolic equations

60H30: Applications of stochastic analysis (to PDEs, etc.)

35R60: PDEs with randomness, stochastic partial differential equations

60B10: Convergence of probability measures

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