A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927): Difference between revisions
From MaRDI portal
Latest revision as of 14:47, 13 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions |
scientific article |
Statements
A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (English)
0 references
28 March 2017
0 references
backward stochastic differential equations
0 references
ergodic backward stochastic differential equations
0 references
HJB equations
0 references
large time behaviour
0 references
viscosity solutions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references