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Homogenization of periodic semilinear parabolic degenerate PDEs

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Date
2009
Link to item file
http://hal.archives-ouvertes.fr/hal-00359844/en/
Dewey
Probabilités et mathématiques appliquées
Sujet
hormander's theorem; periodic coefficients; backward stochastic differential equation; degenerate diffusion coefficient; homogenization
Journal issue
Annales de l'Institut Henri Poincaré. Analyse non linéaire
Volume
26
Number
3
Publication date
05-2009
Article pages
979-998
Publisher
Elsevier
DOI
http://dx.doi.org/10.1016/j.anihpc.2008.09.001
URI
https://basepub.dauphine.fr/handle/123456789/3131
Collections
  • CEREMADE : Publications
Metadata
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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.

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