Convergence of BSDEs and homogenization of semilinear variational inequalities in a convex domain

DOI10.1016/S0007-4497(02)01120-XzbMath1007.60060MaRDI QIDQ1612753

El Hassan Es-Saky, Youssef Ouknine

Publication date: 27 March 2003

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

homogenizationreflected backward stochastic differential equationMayer-Zhang topology

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60)

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