HOMOGENIZATION OF A PERIODIC DEGENERATE SEMILINEAR ELLIPTIC PDE
ÉTIENNE PARDOUX, AHMADOU BAMBA SOW · Stochastics and Dynamics · 2011
In this paper, a semilinear elliptic PDE with rapidly oscillating coefficients is homogenized. The novelty of our result lies in the fact that we allow the second order part of the differential operator to be degenerate in some portion of ℝd. Our fully probabilistic method is based on the connection between PDEs and BSDEs with random terminal time and the weak convergence of a class of diffusion processes.