Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

被引：0
|
作者：
Rainer Buckdahn
Ying Hu
Shige Peng
机构：
[1] Département de Mathématiques,
[2] Université de Bretagne Occidentale,undefined
[3] F-29285 Brest Cédex,undefined
[4] France,undefined
[5] Institut de Recherche Mathématique de Rennes,undefined
[6] Université de Rennes 1,undefined
[7] Campus de Beaulieu,undefined
[8] F-35042 Rennes Cedex,undefined
[9] France e-mail: hu@maths.univ-rennes1.fr ,undefined
[10] Mathematics Department,undefined
[11] Shandong University,undefined
[12] 250100 Jinan,undefined
[13] Shandong,undefined
[14] China ,undefined
来源：
Nonlinear Differential Equations and Applications NoDEA | 1999年 / 6卷
关键词：
Viscosity Solution; Main Tool; Probabilistic Approach; Homogenization Problem; Parabolic PDEs;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we develop the probabilistic approach to homogenization problems of viscosity solutions of systems of semilinear parabolic PDEs. Our main tool is the nonlinear Feynman-Kac formula.
引用
收藏
页码：395 / 411
页数：16
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