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Homogenization of periodic semilinear parabolic degenerate PDEs |
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| Authors: | AB Sow R Rhodes É Pardoux |
| Institution: | 1. LERSTAD, UFR S.A.T. Université Gaston Berger, BP 234, Saint-Louis, Senegal;2. CEREMADE, Université Paris-Dauphine, Place du maréchal De Lattre de Tassigny, 75775 Paris cedex 16, France;3. CMI, LATP-UMR 6632, Université de Provence, 39 rue F. Joliot Curie, 13453 Marseille cedex 13, France |
| Abstract: | In this paper a second order semilinear parabolic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some part of Rd. |
| Keywords: | Homogenization Degenerate diffusion coefficient Backward stochastic differential equation |
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