HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE

作者：Pardoux Etienne^*; Sow Ahmadou Bamba

来源：Stochastics and Dynamics, 2011, 11(2-3): 475-493.

DOI：10.1142/S0219493711003401

• Homogenization
• backward stochastic differential equation
• probabilistic representation of solutions of elliptic PDE

In this paper, a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of R(d).
Our fully probabilistic method is based on the connection between PDEs and BSDEs with random terminal time and the weak convergence of a class of diffusion processes.

• 出版日期2011-9