메뉴 건너뛰기




Volumn 37, Issue 1, 2001, Pages 1-42

EDSR, convergence en loi et homogénéisation d'EDP paraboliques semi-linéaires

Author keywords

Convergence de processus; quations diff rentielles stochastiques r trogrades; EDP semi lin aires paraboliques; Homog n isation; Milieux al atoires; Milieux p riodiques; Random media; Syst mes

Indexed keywords


EID: 0346311466     PISSN: 02460203     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0246-0203(00)01058-X     Document Type: Article
Times cited : (12)

References (26)
  • 1
    • 5244340276 scopus 로고
    • Mathematical models with exact renormalization for turbulent transport
    • Avellaneda M., Majda A. Mathematical models with exact renormalization for turbulent transport. Comm. Math. Phys. Vol. 131:1990;381-429.
    • (1990) Comm. Math. Phys. , vol.131 , pp. 381-429
    • Avellaneda, M.1    Majda, A.2
  • 2
    • 0000705763 scopus 로고
    • An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows
    • Avellaneda M., Majda A. An integral representation and bounds on the effective diffusivity in passive advection by laminar and turbulent flows. Comm. Math. Phys. Vol. 138:1991;339-391.
    • (1991) Comm. Math. Phys. , vol.138 , pp. 339-391
    • Avellaneda, M.1    Majda, A.2
  • 3
    • 0005271059 scopus 로고
    • H convergence for quasi-linear elliptic equations with quadratic growth
    • Bensoussan A., Boccardo L., Murat F. H convergence for quasi-linear elliptic equations with quadratic growth. Appl. Math. Optim. Vol. 26:1992;253-272.
    • (1992) Appl. Math. Optim. , vol.26 , pp. 253-272
    • Bensoussan, A.1    Boccardo, L.2    Murat, F.3
  • 4
    • 0003261592 scopus 로고
    • Asymptotic Analysis for Periodic Structure
    • Amsterdam: North-Holland
    • Bensoussan A., Lions J.L., Papanicolaou G. Asymptotic Analysis for Periodic Structure. Stud. Math. Appl. Vol. 5:1978;North-Holland, Amsterdam.
    • (1978) Stud. Math. Appl. , vol.5
    • Bensoussan, A.1    Lions, J.L.2    Papanicolaou, G.3
  • 5
    • 0005290551 scopus 로고    scopus 로고
    • Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
    • Briand P., Hu Y. Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. J. Funct. Anal. Vol. 155:(2):1998;455-494.
    • (1998) J. Funct. Anal. , vol.155 , Issue.2 , pp. 455-494
    • Briand, P.1    Hu, Y.2
  • 6
    • 0032061556 scopus 로고    scopus 로고
    • Probabilistic approach to homogenizations of systems of quasi-linear parabolic PDEs with periodic structure
    • Buckdahn R., Hu Y. Probabilistic approach to homogenizations of systems of quasi-linear parabolic PDEs with periodic structure. Nonlinear Anal. Vol. 32:(5):1998;609-619.
    • (1998) Nonlinear Anal. , vol.32 , Issue.5 , pp. 609-619
    • Buckdahn, R.1    Hu, Y.2
  • 7
    • 0031285163 scopus 로고    scopus 로고
    • Homogenization for time-dependent two-dimensional incompressible Gaussian flows
    • Carmona R., Xu L. Homogenization for time-dependent two-dimensional incompressible Gaussian flows. Ann. Appl. Probab. Vol. 7:(1):1997;265-279.
    • (1997) Ann. Appl. Probab. , vol.7 , Issue.1 , pp. 265-279
    • Carmona, R.1    Xu, L.2
  • 8
    • 0011967943 scopus 로고    scopus 로고
    • Backward stochastic differential equation with local time
    • Dermoune A., Hamadene S., Ouknine Y. Backward stochastic differential equation with local time. Stochastics. Vol. 66:1999;103-119.
    • (1999) Stochastics , vol.66 , pp. 103-119
    • Dermoune, A.1    Hamadene, S.2    Ouknine, Y.3
  • 9
    • 0003697114 scopus 로고    scopus 로고
    • Markov processes and differential equations: Asymptotic problems
    • ETH Zürich, Birkhäuser, Basel. chapter 11
    • Freidlin M. Markov processes and differential equations: asymptotic problems. Lectures in Mathematics. 1996;137-152 ETH Zürich, Birkhäuser, Basel. chapter 11.
    • (1996) Lectures in Mathematics , pp. 137-152
    • Freidlin, M.1
  • 10
    • 0032222164 scopus 로고    scopus 로고
    • Scaling laws and convergence for the advection-diffusion equation
    • Gaudron G. Scaling laws and convergence for the advection-diffusion equation. Ann. Appl. Probab. Vol. 8:(3):1998;649-663.
    • (1998) Ann. Appl. Probab. , vol.8 , Issue.3 , pp. 649-663
    • Gaudron, G.1
  • 12
    • 0003340108 scopus 로고
    • Limit Theorems for Stochastic Processes
    • New York: Springer-Verlag
    • Jacod J., Shiryaev A.N. Limit Theorems for Stochastic Processes. Grundlehren Math. Wiss. Vol. 288:1987;Springer-Verlag, New York.
    • (1987) Grundlehren Math. Wiss. , vol.288
    • Jacod, J.1    Shiryaev, A.N.2
  • 13
    • 0030637337 scopus 로고    scopus 로고
    • Résultat d'existence et d'unicité pour des EDSR avec des générateurs à croissance quadratique
    • Kobylanski M. Résultat d'existence et d'unicité pour des EDSR avec des générateurs à croissance quadratique. Notes aux CRAS, Sér I. Vol. 324:1997;81-86.
    • (1997) Notes Aux CRAS, Sér I , vol.324 , pp. 81-86
    • Kobylanski, M.1
  • 15
    • 0031285164 scopus 로고    scopus 로고
    • Motion in a Gaussian, incompressible flow
    • Komorowski T., Papanicolaou G. Motion in a Gaussian, incompressible flow. Ann. Appl. Probab. Vol. 7:(1):1997;229-264.
    • (1997) Ann. Appl. Probab. , vol.7 , Issue.1 , pp. 229-264
    • Komorowski, T.1    Papanicolaou, G.2
  • 16
    • 0007282196 scopus 로고
    • Controlled Diffusion Processes
    • New York: Springer-Verlag
    • Krylov N.V. Controlled Diffusion Processes. Appl. Math. Vol. 14:1980;Springer-Verlag, New York.
    • (1980) Appl. Math. , vol.14
    • Krylov, N.V.1
  • 17
    • 0032187207 scopus 로고    scopus 로고
    • Convection diffusion equation with space-time ergodic random flow
    • Landim C., Olla S., Yau H.T. Convection diffusion equation with space-time ergodic random flow. Probab. Theory Related Fields. Vol. 112:1998;203-220.
    • (1998) Probab. Theory Related Fields , vol.112 , pp. 203-220
    • Landim, C.1    Olla, S.2    Yau, H.T.3
  • 20
    • 0038434600 scopus 로고    scopus 로고
    • BSDE's and semilinear PDE's Stochastic Analysis and Related Topics VI, The Geilo Workshop 1996
    • Basel: Birkhauser
    • Pardoux E. BSDE's and semilinear PDE's Stochastic Analysis and Related Topics VI, The Geilo Workshop 1996. Progress in Probability. Vol. 42:1998;79-127 Birkhauser, Basel.
    • (1998) Progress in Probability , vol.42 , pp. 79-127
    • Pardoux, E.1
  • 21
    • 0002389434 scopus 로고    scopus 로고
    • BSDE's, weak convergence and homogenization of semilinear PDE's
    • F.H. Clarke, & R.J. Stern. Dordrecht: Kluwer
    • Pardoux E. BSDE's, weak convergence and homogenization of semilinear PDE's. Clarke F.H., Stern R.J. Nonlinear Analysis, Differential Equations and Control. 1999;503-549 Kluwer, Dordrecht.
    • (1999) Nonlinear Analysis, Differential Equations and Control , pp. 503-549
    • Pardoux, E.1
  • 22
    • 0025262967 scopus 로고
    • Adapted solution of a backward stochastic differential equation
    • Pardoux E., Peng S. Adapted solution of a backward stochastic differential equation. Systems Control Lett. Vol. 14:1990;55-61.
    • (1990) Systems Control Lett. , vol.14 , pp. 55-61
    • Pardoux, E.1    Peng, S.2
  • 24
    • 0009407827 scopus 로고    scopus 로고
    • Averaging for backward stochastic differential equations, with application to semi-linear PDE's
    • Pardoux E., Veretennikov A.Y. Averaging for backward stochastic differential equations, with application to semi-linear PDE's. Stochastics Stochastics Rep. Vol. 60:(3-4):1997;355-370.
    • (1997) Stochastics Stochastics Rep. , vol.60 , Issue.34 , pp. 355-370
    • Pardoux, E.1    Veretennikov, A.Y.2
  • 26
    • 0003220764 scopus 로고
    • Stochastic Integration and Differential Equations, A New Approach
    • New York: Springer
    • Protter P. Stochastic Integration and Differential Equations, A New Approach. Appl. Math. 21. 1995;Springer, New York.
    • (1995) Appl. Math. 21
    • Protter, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.