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2009 Homogenization of semilinear PDEs with discontinuous averaged coefficients
Khaled Bahlali, A Elouaflin, Etienne Pardoux
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Electron. J. Probab. 14: 477-499 (2009). DOI: 10.1214/EJP.v14-627


We study the asymptotic behavior of solutions of semilinear PDEs. Neither periodicity nor ergodicity will be assumed. On the other hand, we assume that the coecients have averages in the Cesaro sense. In such a case, the averaged coecients could be discontinuous. We use a probabilistic approach based on weak convergence of the associated backward stochastic dierential equation (BSDE) in the Jakubowski $S$-topology to derive the averaged PDE. However, since the averaged coecients are discontinuous, the classical viscosity solution is not dened for the averaged PDE. We then use the notion of "$L_p$-viscosity solution" introduced in [7]. The existence of $L_p$-viscosity solution to the averaged PDE is proved here by using BSDEs techniques.


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Khaled Bahlali. A Elouaflin. Etienne Pardoux. "Homogenization of semilinear PDEs with discontinuous averaged coefficients." Electron. J. Probab. 14 477 - 499, 2009.


Accepted: 22 February 2009; Published: 2009
First available in Project Euclid: 1 June 2016

zbMATH: 1190.60055
MathSciNet: MR2480550
Digital Object Identifier: 10.1214/EJP.v14-627

Primary: 60H20
Secondary: 35K60 , 60H30

Keywords: $L^p$-viscosity solution for PDEs , Backward stochastic differential equations (BSDEs) , Homogenization‎ , Jakubowski S-topology , limit in the Cesaro sense

Vol.14 • 2009
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