Convergence of BSDEs and homogenization of elliptic semilinear PDEs

被引：1

作者：

Gaudron, G ^{[1
]}

机构：

[1] INSA Toulouse, Dept Math, LSP CNRS, UMR 5583, F-31077 Toulouse 4, France

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2002年 / 20卷 / 04期

关键词：

random media; periodic media; backward stochastic differential equations; homogenization; convergence of stochastic processes; elliptic semi-linear PDEs;

D O I：

10.1081/SAP-120006108

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We present a result of weak convergence for Backward Stochastic Differential Equations with a random terminal time. Then we can deduce results of homogenization for elliptic semi-linear PDES with random or periodic coefficients and whose non-linearity may have a quadratic growth in the gradient.

引用

页码：791 / 813

页数：23

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