Convergence des EDSRs et homogéneisation des inégalités variationnelles semilinéaires dans un convexe |
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Authors: | El Hassan Es-Saky Youssef Ouknine |
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Institution: | Université Cadi Ayyad, Faculté des Sciences Semlalia. Département de Mathématiques, B.P. 2390, 40000 Marrakech, Maroc |
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Abstract: | We study the limit of the solution of a Semi-linear Variational Inequality (SVI for short) involving a second order differential operator of parabolic type with periodic coefficients and highly oscillating term. Our basic tool is the approach given by Pardoux 16]. In particular, we use the weak convergence of an associated reflected Backward Stochastic Differential Equation (BSDE for short). |
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Keywords: | 60H10 35K60 |
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