✦ LIBER ✦
Convergence des EDSRs et homogéneisation des inégalités variationnelles semilinéaires dans un convexe
✍ Scribed by El Hassan Es-Saky; Youssef Ouknine
- Publisher
- Elsevier Science
- Year
- 2002
- Tongue
- French
- Weight
- 153 KB
- Volume
- 126
- Category
- Article
- ISSN
- 0007-4497
No coin nor oath required. For personal study only.
✦ Synopsis
We study the limit of the solution of a Semi-linear Variational Inequality (SVI for short) involving a second order differential operator of parabolic type with periodic coefficients and highly oscillating term. Our basic tool is the approach given by Pardoux [16]. In particular, we use the weak convergence of an associated reflected Backward Stochastic Differential Equation (BSDE for short).