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
β¦ LIBER β¦
Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs
β Scribed by Philippe Briand; Ying Hu
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 534 KB
- Volume
- 155
- Category
- Article
- ISSN
- 0022-1236
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