Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition

DOI10.1080/07362994.2016.1153427zbMath1342.60104OpenAlexW2338122615MaRDI QIDQ2814784

Youssef Ouknine, Aboubakary Diakhaby

Publication date: 23 June 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2016.1153427

zbMATH Keywords

weak convergencehomogenizationgeneralized backward stochastic differential equationssemilinear PDEsWentzell-type boundary condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Generalized stochastic processes (60G20) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27)

Related Items (1)

New characterizations of the \(S\) topology on the Skorokhod space

Cites Work

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• Diffusion processes with boundary conditions

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