Averaging of Backward Stochastic Differential Equations and Homogenization of Partial Differential Equations with Periodic Coefficients

Author: Essaky El   Ouknine Youssef  

Publisher: Taylor & Francis Ltd

ISSN: 0736-2994

Source: Stochastic Analysis and Applications, Vol.24, Iss.2, 2006-01, pp. : 277-301

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Abstract