Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

被引：0

作者：

Rainer Buckdahn

Ying Hu

Shige Peng

机构：

[1] Département de Mathématiques,

[2] Université de Bretagne Occidentale,undefined

[3] F-29285 Brest Cédex,undefined

[4] France,undefined

[5] Institut de Recherche Mathématique de Rennes,undefined

[6] Université de Rennes 1,undefined

[7] Campus de Beaulieu,undefined

[8] F-35042 Rennes Cedex,undefined

[9] France e-mail: hu@maths.univ-rennes1.fr ,undefined

[10] Mathematics Department,undefined

[11] Shandong University,undefined

[12] 250100 Jinan,undefined

[13] Shandong,undefined

[14] China ,undefined

来源：

Nonlinear Differential Equations and Applications NoDEA | 1999年 / 6卷

关键词：

Viscosity Solution; Main Tool; Probabilistic Approach; Homogenization Problem; Parabolic PDEs;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper, we develop the probabilistic approach to homogenization problems of viscosity solutions of systems of semilinear parabolic PDEs. Our main tool is the nonlinear Feynman-Kac formula.

引用

页码：395 / 411

页数：16

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