BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization-Reference-Cited by-同舟云学术

BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization

Published:2002-01 Issue:1 Volume:97 Page:1-39
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Lejay Antoine

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference46 articles.

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2. Bally, V., Pardoux, É., Stoica, L., 1999. BSDE's associated to semilinear PDE's with measurable coefficients. Université du Maine, preprint.

3. Barles, G., Lesigne, E., 1997. SDE, BSDE and PDE. In: Backward Stochastic Differential Equations. Pitman Research Notes in Mathematics Series, Longman, New York, pp. 47–80.

4. Asymptotic Analysis for Periodic Structures.;Bensoussan,1978

5. Convergence of Probability Measures.;Billingsley,1968

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