Abstract
We study the homogenization of semilinear PDEs with nonlinear Neumann boundary condition, periodic coefficients and highly oscillating drift and nonlinear term. Our method is entirely probabilistic, and builds upon earlier work of Tanaka [19] and Pardoux [12].Keywords and phrasesBackward stochastic differential equationshomogenizationsemilinear PDes with Neumann boundary condition2000 Mathematics Subject Classification60H1O60H3035K85
Published Version
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