BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
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Publication:5929090
DOI10.1016/S0246-0203(00)01058-XzbMath0986.60063OpenAlexW2026984614MaRDI QIDQ5929090
Guillaume Gaudron, Etienne Pardoux
Publication date: 29 May 2002
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=AIHPB_2001__37_1_1_0
homogenizationbackward stochastic differential equationsconvergence of stochastic processesparabolic semilinear partial differential equationsperiodic mediarandom media
Nonlinear parabolic equations (35K55) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60) Convergence of probability measures (60B10)
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