Abstract
We establish homogenization results for semilinear partial differential equations (PDEs) on the half space according to the reflecting Neumann boundary condition and highly oscillating coefficients. Our method is based on the martingale property of the stochastic exponential and Girsanov transformation.
Information
Published: 1 January 2018
First available in Project Euclid: 26 September 2019
Digital Object Identifier: 10.16929/sbs/2018.100-04-02
Subjects:
Primary:
35B27
,
60G20
,
60H30
Keywords:
backward stochastic differential equation
,
Homogenization
,
Stochastic differential equation
,
viscosity solutions
Rights: Copyright © 2018 The Statistics and Probability African Society
