Quelques méthodes probabilistes pour les équations aux dérivées partielles

DOI10.1051/PROC:1999048zbMATH Open0930.60048OpenAlexW2032614572MaRDI QIDQ4256605

Etienne Pardoux

Publication date: 26 July 1999

Published in: ESAIM: Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/proc:1999048

zbMATH Keywords

Brownian motionstochastic differential equationsbackward differential equationshomogenization of semilinear partial differential equationsviscosity solutions of systems of partial differential equations

Mathematics Subject Classification ID

Reaction-diffusion equations (35K57) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) Representations of solutions to partial differential equations (35C99)

Related Items (7)

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