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Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Authors :
Aman, Auguste
N'Zi, Modeste
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

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.0712.2986
Document Type :
Working Paper