Homogenization of a semilinear parabolic PDE with locally periodiccoefficients: a probabilistic approach

Author: Benchérif-Madani Abdellatif   Pardoux Étienne  

Publisher: Edp Sciences

E-ISSN: 1262-3318|11|issue|385-411

ISSN: 1292-8100

Source: ESAIM: Probability and Statistics, Vol.11, Iss.issue, 2007-08, pp. : 385-411

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Abstract

In this paper, a singular semi-linear parabolic PDE with locally periodiccoefficients is homogenized. We substantially weaken previous assumptions onthe coefficients. In particular, we prove new ergodic theorems. We show thatin such a weak setting on the coefficients, the proper statement of thehomogenization property concerns viscosity solutions, though we need abounded Lipschitz terminal condition.