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
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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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