Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition

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dc.creatorAman, Auguste
dc.creatorN'Zi, Modeste
dc.date2007-12-18
dc.date2009-01-15
dc.date.accessioned2026-07-07T12:29:21Z
dc.date.available2026-07-07T12:29:21Z
dc.descriptionWe 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).
dc.descriptionCe papier a 19 pages et est soumis pour publication dans Stochastic Analysis and Applications
dc.identifierhttps://arxiv.org/abs/0712.2986
dc.identifierhttp://arxiv.org/abs/0712.2986
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/215847
dc.subjectProbability
dc.subject60H30; 60H20; 60H05
dc.titleHomogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
dc.typetext

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