| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4604747 | Annales de l'Institut Henri Poincare (C) Non Linear Analysis | 2009 | 20 Pages |
Abstract
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 Rd.Our fully probabilistic method is based on the deep connection between PDEs and BSDEs and the weak convergence of a class of diffusion processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
