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Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs

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Nonlinear Differential Equations and Applications NoDEA Aims and scope Submit manuscript

Abstract.

In this paper, we develop the probabilistic approach to homogenization problems of viscosity solutions of systems of semilinear parabolic PDEs. Our main tool is the nonlinear Feynman-Kac formula.

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Authors and Affiliations

  1. Département de Mathématiques, Université de Bretagne Occidentale, F-29285 Brest Cédex, France, , , , , , FR

    Rainer Buckdahn

  2. Institut de Recherche Mathématique de Rennes, Université de Rennes 1, Campus de Beaulieu, F-35042 Rennes Cedex, France e-mail: hu@maths.univ-rennes1.fr , , , , , , FR

    Ying Hu

  3. Mathematics Department, Shandong University, 250100 Jinan, Shandong, China , , , , , , CH

    Shige Peng

Authors
  1. Rainer Buckdahn
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  2. Ying Hu
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  3. Shige Peng
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Received July 1998

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Buckdahn, R., Hu, Y. & Peng, S. Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. NoDEA, Nonlinear differ. equ. appl. 6, 395–411 (1999). https://doi.org/10.1007/s000300050010

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  • DOI: https://doi.org/10.1007/s000300050010

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