Auxiliary Sdes for Homogenization of Quasilinear Pdes with Periodic Coefficients
نویسندگان
چکیده
We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the theory of forward–backward stochastic differential equations and introduce the new concept of " auxiliary SDEs. " 1. Introduction and assumptions.
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