Reflected BSDE and Locally Periodic Homogenization of Semilinear PDEs with Nonlinear Neumann Boundary Condition

DOI10.1080/07362990903546454zbMath1235.60083OpenAlexW1978319379MaRDI QIDQ5305279

Youssef Ouknine, Aboubakary Diakhaby

Publication date: 19 March 2010

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

Full work available at URL: https://doi.org/10.1080/07362990903546454

zbMATH Keywords

viscosity solutionhomogenizationNeumann boundary conditionsbackward stochastic differential equationsparabolic PDElocally periodic

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Boundary theory for Markov processes (60J50) Limit theorems in probability theory (60F99) Pseudodifferential operators and other generalizations of partial differential operators (35S99)

Related Items (2)

Continuity of the Feynman–Kac formula for a generalized parabolic equation ⋮ On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem

Cites Work

• Random time changes and convergence in distribution under the Meyer-Zheng conditions
• Generalized BSDEs and nonlinear Neumann boundary value problems
• On Poisson equation and diffusion approximation. II.
• Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
• On the Poisson equation and diffusion approximation. I
• Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients.
• Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
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