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Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach

Abdellatif Benchérif-MadaniÉtienne Pardoux — 2007

ESAIM: Probability and Statistics

In this paper, a singular semi-linear parabolic PDE with locally periodic coefficients is homogenized. We substantially weaken previous assumptions on the coefficients. In particular, we prove new ergodic theorems. We show that in such a weak setting on the coefficients, the proper statement of the homogenization property concerns viscosity solutions, though we need a bounded Lipschitz terminal condition.

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