Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients

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We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the theory of forward-backward stochastic differential equations and introduce the new concept of ``auxiliary SDEs.''
Published by the Institute of Mathematical Statistics (http://www.imstat.org) in the Annals of Probability (http://www.imstat.org/aop/) at http://dx.doi.org/10.1214/009117904000000144

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Probability, 35B27, 65C30 (Primary) 35K55 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/72781

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0410163
 http://arxiv.org/abs/math/0410163
 Annals of Probability 2004, Vol. 32, No. 3B, 2305-2361
 doi:10.1214/009117904000000144

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arXiv