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

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+Backward stochastic differential equations and applications to optimal control
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+BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Generalized BSDEs and nonlinear Neumann boundary value problems
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+On Filippov's Implicit Functions Lemma
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