Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

Details Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

2007-12-18

arxiv.org/abs/0712.2986v3

Mathematics

Probability

Ce papier a 19 pages et est soumis pour publication dans Stochastic Analysis and Applications

Scientific paper

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).

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