Author
Pardoux, Etienne
Rhodes, Rémi
Sow, Bamba A.
Type
Article accepté pour publication ou publié
Abstract (EN)
In this paper a second order semilinear parabolic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some part of the space. Our fully probabilistic method is based on the deep connection between PDEs and BSDEs and the weak convergence of a class of diffusion processes.
