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VOL. 1 | 2018 Chapter 19. Homogenization of semilinear periodic parabolic PDEs with Reflecting boundary condition
Alassane DIEDHIOU, Ibrahima SANE, Alioune COULIBALY

Editor(s) Hamet SEYDI, Gane Samb LO, Aboubakary DIAKHABY

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

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