BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
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Publication:5929090
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
homogenization; backward stochastic differential equations; convergence of stochastic processes; parabolic semilinear partial differential equations; periodic media; random media
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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