Show simple item record

dc.contributor.authorPardoux, Etienne
dc.contributor.authorRhodes, Rémi
dc.contributor.authorSow, Bamba
dc.date.accessioned2010-01-26T10:03:06Z
dc.date.available2010-01-26T10:03:06Z
dc.date.issued2009
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/3131
dc.language.isoenen
dc.subjecthormander's theoremen
dc.subjectperiodic coefficientsen
dc.subjectbackward stochastic differential equationen
dc.subjectdegenerate diffusion coefficienten
dc.subjecthomogenizationen
dc.subject.ddc519en
dc.titleHomogenization of periodic semilinear parabolic degenerate PDEsen
dc.typeArticle accepté pour publication ou publié
dc.description.abstractenIn 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.en
dc.relation.isversionofjnlnameAnnales de l'Institut Henri Poincaré. Analyse non linéaire
dc.relation.isversionofjnlvol26en
dc.relation.isversionofjnlissue3en
dc.relation.isversionofjnldate2009-05
dc.relation.isversionofjnlpages979-998en
dc.relation.isversionofdoihttp://dx.doi.org/10.1016/j.anihpc.2008.09.001en
dc.identifier.urlsitehttp://hal.archives-ouvertes.fr/hal-00359844/en/en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherElsevieren
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record