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
收藏
页码：791 / 813
页数：23
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