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From Nash Equilibrium to Social Optimum and Back: A Mean Field Perspective. [PDF]

open access: yesAppl Math Optim
Carmona R   +3 more
europepmc   +1 more source

Homogenization of a nonlinear random parabolic partial differential equation

open access: yes
The aim of this work is to show how to homogenize a semilinear parabolic second-order partial differential equation, whose coefficients are periodic functions of the space variable, and are perturbed by an ergodic diffusion process, the nonlinear term ...
Pardoux, E., Piatnitski, A. L.
core  

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