Homogenization of periodic semilinear parabolic degenerate PDEs

被引：7

作者：

Sow, A. B. ^{[2
]}

Rhodes, R. ^{[1
]}

Pardoux, E. ^{[3
]}

机构：

[1] Univ Paris 09, CEREMADE, F-75775 Paris 16, France

[2] Univ Gaston Berger, UFR SAT, LERSTAD, St Louis, Senegal

[3] Univ Aix Marseille 1, CMI, LATP, UMR 6632, F-13453 Marseille 13, France

来源：

ANNALES DE L INSTITUT HENRI POINCARE-ANALYSE NON LINEAIRE | 2009年 / 26卷 / 03期

关键词：

Homogenization; Degenerate diffusion coefficient; Backward stochastic differential equation; PARTIAL-DIFFERENTIAL EQUATIONS; VISCOSITY SOLUTIONS; COEFFICIENTS; TIME;

D O I：

10.1016/j.anihpc.2008.09.001

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper a second order semilinear parabolic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some part of R-d. Our fully probabilistic method is based on the deep connection between PDEs and BSDEs and the weak convergence of a class of diffusion processes. (C) 2008 Elsevier Masson SAS. All rights reserved.

引用

页码：979 / 998

页数：20

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