Homogenization of fully nonlinear PDEs and backward SDEs(Viscosity Solution Theory of Differential Equations and its Developments)
Naoyuki Ichihara · Institutional Repositories DataBase (IRDB) · 2006
In this note, we discuss a probabilistic approach to homogenization of fully nonlinear second-order PDEs of parabolic type.We also study the rate of convergence of solutions, which can be regarded as a byproduct of our stochastic representation of solutions $\mathrm{b}\mathrm{a}' \mathrm{s}\mathrm{e}\mathrm{d}$ on backward $\mathrm{s}\mathrm{t}\mathrm{o}\mathrm{c}\mathrm{h}\mathrm{a}\dot{s}$ tic differential equations.