Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (Q4450716)
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scientific article; zbMATH DE number 2043110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations |
scientific article; zbMATH DE number 2043110 |
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Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (English)
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15 February 2004
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reflected backward stochastic differential equation
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multi-valued partial differential equation
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viscosity solution
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variational inequality
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homogenization
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convergence in law
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