Periodic homogenization of a class of weakly coupled systems of linear PDEs
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Feynman-Kac formulaperiodic homogenizationregime switching diffusion processsecond-order elliptic systemssecond-order parabolic systems
Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Boundary value problems for second-order elliptic systems (35J57) Initial value problems for second-order parabolic systems (35K45) Functional limit theorems; invariance principles (60F17) Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60)
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- Elliptic Partial Differential Equations of Second Order
- Feynman–Kac formulas for regime-switching jump diffusions and their applications
- Foundations of Modern Probability
- Functional Integration and Partial Differential Equations. (AM-109)
- Harnack principle for weakly coupled elliptic systems
- Harnack's inequality for cooperative weakly coupled elliptic systems
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- Stochastic Calculus
- Stochastic Differential Equations with Markovian Switching
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- Topological conditions enabling use of Harris methods in discrete and continuous time
- Viscosity Solutions for Weakly Coupled Systems of Hamilton-Jacobi Equations
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