Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
Harraj, N., Ouknine, Y., Turpin, I. (2005)
Journal of Applied Mathematics and Stochastic Analysis
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Displaying similar documents to “Homogenization of semilinear PDEs with discontinuous averaged coefficients.”
Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs.
Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
Abdellatif Benchérif-Madani, Étienne Pardoux (2007)
ESAIM: Probability and Statistics
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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.
On the convergence of stochastic integrals driven by processes converging on account of a homogenization property.
Lejay, Antoine (2002)
Electronic Journal of Probability [electronic only]
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Pathwise uniqueness and approximation of solutions of stochastic differential equations
Khaled Bahlali, Brahim Mezerdi, Youssef Ouknine (1998)
Séminaire de probabilités de Strasbourg
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Heunis, Andrew, Lucic, Vladimir (2008)
Electronic Journal of Probability [electronic only]
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Electronic Journal of Probability [electronic only]
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On the parabolic generator of a general one-dimensional Lev́y process.
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Electronic Communications in Probability [electronic only]
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Competing species superprocesses with infinite variance.
Fleischmann, Klaus, Mytnik, Leonid (2003)
Electronic Journal of Probability [electronic only]
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Stability properties of constrained jump-diffusion processes.
Atar, Rami, Budhiraja, Amarjit (2002)
Electronic Journal of Probability [electronic only]
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Pathwise differentiability with respect to a parameter of solutions of stochastic differential equations
Michel Métivier (1982)
Séminaire de probabilités de Strasbourg
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Local extinction for superprocesses in random environments.
Mytnik, Leonid, Xiong, Jie (2007)
Electronic Journal of Probability [electronic only]
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