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Conference papers

Weak solution of semi-linear PDE, BSDE and homogenization

Antoine Lejay 1, 2
1 OMEGA - Probabilistic numerical methods
CRISAM - Inria Sophia Antipolis - Méditerranée , UHP - Université Henri Poincaré - Nancy 1, Université Nancy 2, CNRS - Centre National de la Recherche Scientifique : UMR7502
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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Submitted on : Wednesday, September 27, 2006 - 11:27:36 PM
Last modification on : Friday, February 4, 2022 - 3:24:59 AM
Long-term archiving on: : Thursday, September 20, 2012 - 11:00:47 AM

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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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