Homogenization of reflected semilinear PDE with nonlinear Neumann boundary condition
Auguste Aman, Modeste N’zi · arXiv (Cornell University) · 2007
We study the homogenization problem of semi linear reflected partial differential equations (reflected PDEs for short) with nonlinear Neumann conditions. The non-linear term is a function of the solution but not of its gradient. The proof are fully probabilistic and uses weak convergence of associated reflected generalized backward differential stochastic equations (reflected GBSDEs in short).