Pages that link to "Item:Q4347782"
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The following pages link to Averaging of backward stochastic differential equations, with application to semi-linear pde's (Q4347782):
Displaying 18 items.
- Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media (Q516020) (← links)
- Homogenization of periodic semilinear parabolic degenerate PDEs (Q1030150) (← links)
- Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain (Q1612753) (← links)
- BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogeniza\-tion. (Q1766037) (← links)
- On the Poisson equation and diffusion approximation. III (Q1781177) (← links)
- Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach (Q1807753) (← links)
- On the Poisson equation and diffusion approximation. I (Q1872216) (← links)
- Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. (Q1889783) (← links)
- Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions (Q2139620) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients (Q2453522) (← links)
- Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (Q2814784) (← links)
- Distributed algorithms in an ergodic Markovian environment (Q3419617) (← links)
- Convergence of approximate solutions by heat kernel for transport-diffusion equation in a half-plane (Q5039291) (← links)
- A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations (Q6071185) (← links)
- Convergence of the heat kernel approximate solutions of the transport-diffusion equation in the half-space (Q6112517) (← links)
- A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion (Q6166345) (← links)