Ergodic BSDEs under weak dissipative assumptions (Q550144): Difference between revisions

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Latest revision as of 06:06, 4 July 2024

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Ergodic BSDEs under weak dissipative assumptions
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    Ergodic BSDEs under weak dissipative assumptions (English)
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    8 July 2011
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    backward stochastic differential equation
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    Bismut-Elworthy formula
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    coupling estimate
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    ergodic control
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    Hamilton-Jacobi-bellman equation
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    recurrence property
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    weak dissipative assumption
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