Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
Abdellatif Benchérif-Madani, Étienne Pardoux (2007)
ESAIM: Probability and Statistics
Similarity:
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.