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Conference Papers Year : 2000

Weak solution of semi-linear PDE, BSDE and homogenization

Abstract

The sketch of the proof using BSDE of a homogenization result for semi-linear PDE with a divergence-form operator is given here. The method employed here relies on the use of a weak topology.
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Dates and versions

inria-00101706 , version 1 (27-09-2006)

Identifiers

  • HAL Id : inria-00101706 , version 1

Cite

Antoine Lejay. Weak solution of semi-linear PDE, BSDE and homogenization. Monte Carlo and probabilistic methods for partial differential equations (Monte Carlo, 2000), 2000, Monte Carlo, pp.262-272. ⟨inria-00101706⟩
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