Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486): Difference between revisions
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English | Ergodic BSDEs and related PDEs with Neumann boundary conditions |
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Ergodic BSDEs and related PDEs with Neumann boundary conditions (English)
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17 September 2009
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backward stochastic differential equations
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ergodic control
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Neumann boundary conditions
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ergodic partial differential equations
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