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A probabilistic approach to second order variational inequalities with bilateral constraints

✍ Scribed by Mrinal K. Ghosh; K. S. Mallikarjuna Rao


Publisher
Indian Academy of Sciences
Year
2003
Tongue
English
Weight
149 KB
Volume
113
Category
Article
ISSN
0253-4142

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Homogenization of Linear and Semilinear
✍ Γ‰tienne Pardoux πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 190 KB

We study the limit of the solution of linear and semilinear second order PDEs of parabolic type, with rapidly oscillating periodic coefficients, singular drift, and singular coefficient of the zeroth order term. Our method of proof is fully probabilistic and builds upon the arguments in earlier work