Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations
DOI10.1081/SAP-120028024zbMath1037.60059OpenAlexW2033149606MaRDI QIDQ4450716
Youssef Ouknine, El Hassan Es-Saky
Publication date: 15 February 2004
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sap-120028024
variational inequalityviscosity solutionhomogenizationconvergence in lawreflected backward stochastic differential equationmulti-valued partial differential equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (2)
Cites Work
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