Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media-Reference-Cited by-同舟云学术

Averaging for BSDEs with null recurrent fast component. Application to homogenization in a non periodic media

Published:2017-04 Issue:4 Volume:127 Page:1321-1353
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Bahlali Khaled,Elouaflin Abouo,Pardoux Etienne

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference34 articles.

1. Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient;Bahlali;Electron. Comm. Probab.,2002

2. K. Bahlali, A. Elouaflin, M.A. Diop, A. Said, A singular perturbation for non-divergence form semilinear PDEs with discontinuous effective coefficients. Preprint, 2012.

3. Homogenization of semilinear PDEs with discontinuous averaged coefficients;Bahlali;Electron. J. Probab.,2009

4. Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach;Benchérif-Madani;ESAIM Probab. Stat.,2007

5. Asymptotic Analysis for Periodic Structures;Bensoussan,1978

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