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| HAL : inria-00001229, version 1 |
| DOI : 10.1016/S0304-4149(01)00124-7 |
| Voir la fiche détaillée |  BibTeX,EndNote,... |
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| Stochastic Processes and their Applications 97, 1 (2002) 1-39 |
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| BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization |
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| Antoine Lejay 1, 2 |
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| (2002) |
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| Backward stochastic differential equations (BSDE) also gives the weak solution of a semi-linear system of parabolic PDEs with a second-order divergence-form partial differential operator and possibly discontinuous coefficients. This is proved here by approximation. After that, a homogenization result for such a system of semi-linear PDEs is proved using the weak convergence of the solution of the corresponding BSDEs in the S-topology. |
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| 1 : | SYSDYS (INRIA Sophia Antipolis) |
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INRIA |
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| 2 : | Laboratoire d'Analyse, Topologie, Probabilités (LATP) |
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CNRS : UMR6632 – Université de Provence - Aix-Marseille I – Université Paul Cézanne - Aix-Marseille III |
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| Domaine | : | Mathématiques/Probabilités |
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| BSDE – Divergence-form operator – Homogenization – Random media – Periodic media |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| inria-00001229, version 1 | |
| http://hal.inria.fr/inria-00001229 | |
| oai:hal.inria.fr:inria-00001229 | |
| Contributeur : Antoine Lejay | |
| Soumis le : Lundi 10 Avril 2006, 22:04:35 | |
| Dernière modification le : Dimanche 10 Septembre 2006, 10:19:40 | |
