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BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization
Lejay, Antoine
HAL, inria-00001229 / Harvested from HAL
Text on HAL
Backward stochastic differential equations (BSDE) also gives the weak solution of a semi-linear system of parabolic PDEs with a second-order divergence-form partial differential operator and possibly discontinuous coefficients. This is proved here by approximation. After that, a homogenization result for such a system of semi-linear PDEs is proved using the weak convergence of the solution of the corresponding BSDEs in the S-topology.
Publié le : 2002-07-05
Classification:  BSDE,  Divergence-form operator,  Homogenization,  Random media,  Periodic media,  AMS: 60H15; (35B27; 35K55; 35R60),  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR] 
@article{inria-00001229,
     author = {Lejay, Antoine},
     title = {BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/inria-00001229}
}

Lejay, Antoine. BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/inria-00001229/