E. Pardoux and S. Peng, “Backward Stochastic Differential Equations and Quasi-Linear Parabolic Differential Equations,” In: B. L. Rozovskii and R. B. Sowers, Eds., Stochastic Partial Differential Equations and Their Applications, Lecture Notes in Control and Information Sciences, Vol. 176, 1992, pp. 200-217. doi:10.1007/BFb0007334

has been cited by the following article:

• TITLE: Limit of the Solution of a PDE in the Degenerate Case

  AUTHORS: Alassane Diedhiou

  KEYWORDS: Homogenization; Large Deviations Principle; Stochastic Differential Equations

  JOURNAL NAME: Applied Mathematics, Vol.4 No.2, February 27, 2013

  ABSTRACT: In this paper we show that we can have the same conclusion for the limit of the solution if we suppose the case of hypoellipticity.