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Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
- Publication Year :
- 2007
-
Abstract
- We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof are fully probabilistic and uses weak convergence of associated reflected generalized backward differential stochastic equations (reflected GBSDEs in short).<br />Comment: Ce papier a 19 pages et est soumis pour publication dans Stochastic Analysis and Applications
- Subjects :
- Mathematics - Probability
60H30
60H20
60H05
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.0712.2986
- Document Type :
- Working Paper