Homogenization of a Class of Stochastic Partial Differential Equations

  • A. Bensoussan
Part of the Progress in Nonlinear Differential Equations and Their Applications book series (PNLDE, volume 5)


It is well known that the classical homogenization theory of elliptic and parabolic equations can be derived by probabilistic methods, through the limit of diffusion stochastic processes (see A. BENSOUSSAN - J.L. LIONS - G. PAPANICOLAOU [4]).


Wiener Process Stochastic Partial Differential Equation Weak Star Stochastic PDEs Stochastic Ordinary Differential Equation 
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Copyright information

© Birkhäuser Boston 1991

Authors and Affiliations

  • A. Bensoussan
    • 1
  1. 1.University of Paris Dauphine and INRIAFrance

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