Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs

Author:

Briand Philippe,Hu Ying

Publisher

Elsevier BV

Subject

Analysis

Reference9 articles.

1. Homogenization of elliptic equations with principal part not in divergence form and hamiltonian with quadratic growth;Bensoussan;Comm. Pure Appl. Math.,1986

2. Asymptotic Analysis for Periodic Structures;Bensoussan,1978

3. R. Buckdahn, Y. Hu, S. Peng, Probabilistic approach to homogenizations of systems of semilinear parabolic PDE's, 1996

4. Backwards SDE with random terminal time and applications to semilinear elliptic PDE;Darling;Ann. Prob.,1997

5. Backward stochastic differential equations in finance;El Karoui;Math. Finance,1997

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