Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
Probability
2009-01-15 v3
Abstract
We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof are fully probabilistic and uses weak convergence of associated reflected generalized backward differential stochastic equations (reflected GBSDEs in short).
Keywords
Cite
@article{arxiv.0712.2986,
title = {Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition},
author = {Auguste Aman and Modeste N'Zi},
journal= {arXiv preprint arXiv:0712.2986},
year = {2009}
}
Comments
Ce papier a 19 pages et est soumis pour publication dans Stochastic Analysis and Applications