Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2095561726 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 0807.1521 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward stochastic differential equations and applications to optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Erratum: Spreading-Vanishing Dichotomy in the Diffusive Logistic Model with a Free Boundary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ergodic stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ergodic problem for the Hamilton-Jacobi-Bellman equation. I: Existence of the ergodic attractor / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4438196 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear elliptic equations with singular boundary conditions and stochastic control with state constraints. I: The model problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long time averaged reflection force and homogenization of oscillating Neumann boundary conditions. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic differential equations with reflecting boundary conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4693053 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5548535 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3883249 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equations différentielles stochastiques rétrogrades réfléchies dans un convexe / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized BSDEs and nonlinear Neumann boundary value problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Filippov's Implicit Functions Lemma / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reflected diffusion processes with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5186515 / rank
 
Normal rank

Latest revision as of 23:05, 1 July 2024

scientific article
Language Label Description Also known as
English
Ergodic BSDEs and related PDEs with Neumann boundary conditions
scientific article

    Statements

    Ergodic BSDEs and related PDEs with Neumann boundary conditions (English)
    0 references
    0 references
    17 September 2009
    0 references
    backward stochastic differential equations
    0 references
    ergodic control
    0 references
    Neumann boundary conditions
    0 references
    ergodic partial differential equations
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers