Homogenization of semilinear PDEs with discontinuous averaged coefficients
暂无分享,去创建一个
[1] N. Perkowski. Backward Stochastic Differential Equations : an Introduction , 2011 .
[2] M. Freidlin. Functional Integration And Partial Differential Equations , 1985 .
[3] M. Kocan,et al. On Viscosity Solutions of Fully Nonlinear Equations with Measurable Ingredients , 2007 .
[4] É. Pardoux. BSDEs, weak convergence and homogenization of semilinear PDEs , 1999 .
[5] Ying Hu,et al. Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures , 1998 .
[6] Alexander Pankov,et al. G-Convergence and Homogenization of Nonlinear Partial Differential Operators , 1997 .
[7] Etienne Pardoux,et al. Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach , 2007 .
[8] F. Delarue. Auxiliary SDES for homogenization of quasilinear PDES with periodic coefficients , 2004, math/0410163.
[9] R. Khasminskii,et al. On averaging principle for diffusion processes with null-recurrent fast component , 2001 .
[10] A. Lejay. A probabilistic approach to the homogenization of divergence‐form operators in periodic media , 2001 .
[11] Adam Jakubowski,et al. A Non-Skorohod Topology on the Skorohod Space , 1997 .
[12] Rainer Buckdahn,et al. Limit Theorem for Controlled Backward SDEs and Homogenization of Hamilton–Jacobi–Bellman Equations , 2005 .
[13] Etienne Pardoux,et al. Homogenization of Linear and Semilinear Second Order Parabolic PDEs with Periodic Coefficients: A Probabilistic Approach☆ , 1999 .
[14] Weian Zheng,et al. Tightness criteria for laws of semimartingales , 1984 .
[15] V. Zhikov,et al. Homogenization of Differential Operators and Integral Functionals , 1994 .
[16] É. Pardoux. Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order , 1998 .
[17] Naoyuki Ichihara,et al. A Stochastic Representation for Fully Nonlinear PDEs and Its Application to Homogenization , 2005 .
[18] N. Karoui,et al. Backward Stochastic Differential Equations , 1997 .
[19] K. Bahlali. Existence and uniqueness of solutions for BSDEs with locally Lipschitz coefficient , 2002 .
[20] P. Lions,et al. Existence results for boundary problems for uniformly elliptic and parabolic fully nonlinear equations , 1999 .
[21] A. Bensoussan,et al. Asymptotic analysis for periodic structures , 1979 .
[22] N. Krylov,et al. On weak uniqueness for some diffusions with discontinuous coefficients , 2004 .
[23] Ying Hu,et al. Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs , 1999 .
[24] N. Krylov. Controlled Diffusion Processes , 1980 .
[25] E. Essaky,et al. Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients , 2006 .