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Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. (English) Zbl 0953.35017

For semilinear parabolic partial differential equations (PDEs) with periodic structures a problem of homogenization of viscosity solutions is considered. The tool is the nonlinear Feynman-Kac formula based on backward stochastic differential equations derived by Pardoux and Peng.

MSC:

35B27 Homogenization in context of PDEs; PDEs in media with periodic structure
35K55 Nonlinear parabolic equations
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