Weak solution of semi-linear PDE, BSDE and homogenization

DOI10.1515/MCMA.2001.7.3-4.265zbMATH Open0986.35016OpenAlexW2081370311MaRDI QIDQ2732322

Antoine Lejay

Publication date: 13 June 2002

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00101706

zbMATH Keywords

backward stochastic differential equations

Mathematics Subject Classification ID

Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Convergence of probability measures (60B10) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items (3)

Weak solutions and a Yamada–Watanabe theorem for FBSDEs ⋮ Sobolev weak solutions for parabolic PDEs and FBSDEs ⋮ Weak Solutions of Semilinear PDEs in Sobolev Spaces and Their Probabilistic Interpretation via the FBSDEs

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