Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients

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dc.creatorDelarue, Francois
dc.date2004-10-06
dc.date.accessioned2026-07-07T05:12:58Z
dc.date.available2026-07-07T05:12:58Z
dc.descriptionWe 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.''
dc.descriptionPublished 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
dc.identifierhttps://arxiv.org/abs/math/0410163
dc.identifierhttp://arxiv.org/abs/math/0410163
dc.identifierAnnals of Probability 2004, Vol. 32, No. 3B, 2305-2361
dc.identifierdoi:10.1214/009117904000000144
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/72781
dc.subjectProbability
dc.subject35B27, 65C30 (Primary) 35K55 (Secondary)
dc.titleAuxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients
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