Homogenization of reflected semilinear PDEs with nonlinear Neumann boundary condition
Auguste Aman, Modeste N’zi · Random Operators and Stochastic Equations · 2010
Abstract We study the homogenization problem of semilinear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann boundary condition, locally periodic coefficients and nonlinear term. The proof is fully probabilistic and uses weak convergence of reflected generalized backward stochastic differential equations (reflected GBSDEs in short).