Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients

Annals of Probability

Volumn 32, Issue 3 B, 2004, Pages 2305-2361

  Delarue, François ^a  

^a UNIVERSITÉ PARIS DESCARTES   (France)

Author keywords

Convergence in law; Forward backward stochastic differential equations; Homogenization; System of quasilinear PDEs

Indexed keywords

EID: 4644293817     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/009117904000000144     Document Type: Article

References (36)

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