✦ LIBER ✦

Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

✍ Scribed by Rainer Buckdahn; Ying Hu; Shige Peng

Publisher: SP Birkhäuser Verlag Basel
Year: 1999
Tongue: English
Weight: 165 KB
Volume: 6
Category: Article
ISSN: 1021-9722
DOI: 10.1007/s000300050010

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Probabilistic approach to homogenization

Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures

✍ Rainer Buckdahn; Ying Hu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 429 KB

Homogenization of Linear and Semilinear

Homogenization of Linear and Semilinear Second Order Parabolic PDEs with Periodic Coefficients: A Probabilistic Approach

✍ Étienne Pardoux 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 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

Viscosity Solutions of Monotonic Functio

Viscosity Solutions of Monotonic Functional Parabolic PDE

✍ Wei An Liu; Gang Lu 📂 Article 📅 2004 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 177 KB

Probabilistic approach to singular pertu

Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs

✍ Philippe Briand; Ying Hu 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 143 KB

Stability of Solutions of Parabolic PDEs

Stability of Solutions of Parabolic PDEs with Random Drift and Viscosity Limit

✍ T. Deck; J. Potthoff; G. Våge; H. Watanabe 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 115 KB

Probabilistic approach to solution of no

Probabilistic approach to solution of nonlinear PDES arising in financial mathematics

✍ Ya. Belopolskaya 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 343 KB