A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927): Difference between revisions

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

instance of

scholarly article

0 references

title

A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (English)

0 references

0 references

0 references

Applied Mathematics and Optimization

0 references

publication date

28 March 2017

0 references

full work available at URL

https://arxiv.org/abs/1503.07703

0 references

zbMATH Keywords

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

MaRDI profile type

MaRDI publication profile

0 references

cites work

Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations

0 references

On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions

0 references

Large time behavior for a viscous Hamilton-Jacobi equation with Neumann boundary condition

0 references

Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs

0 references

Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach

0 references

Large time behavior of solutions to parabolic equations with Neumann boundary conditions

0 references

Ergodic BSDEs under weak dissipative assumptions

0 references

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

0 references

The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces

0 references

Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator

0 references

Long-time behavior of solutions to Hamilton-Jacobi equations with quadratic gradient term

0 references

Q3883249

0 references

A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension

0 references

Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients

0 references

Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean \(n\) space

0 references

Long-time asymptotic solutions of convex Hamilton-Jacobi equations with Neumann type boundary conditions

0 references

Representation theorems for backward stochastic differential equations

0 references

Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions

0 references

On Filippov's Implicit Functions Lemma

0 references

Convergence to periodic fronts in a class of semiliner parabolic equations

0 references

Generalized BSDEs and nonlinear Neumann boundary value problems

0 references

Ergodic BSDEs and related PDEs with Neumann boundary conditions

0 references

Identifiers

zbMATH Open document ID

1366.35090

0 references

DOI

10.1007/s00245-015-9318-0

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:517927

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1830712743
@@ Property / OpenAlex ID: W1830712743 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.07703
@@ Property / arXiv ID: 1503.07703 / rank @@
+Normal rank
@@ Property / cites work @@
+Fully nonlinear Neumann type boundary conditions for second-order elliptic and parabolic equations
+Normal rank
@@ Property / cites work @@
+On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions
+Normal rank
@@ Property / cites work @@
+Large time behavior for a viscous Hamilton-Jacobi equation with Neumann boundary condition
+Normal rank
@@ Property / cites work @@
+Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
+Normal rank
@@ Property / cites work @@
+Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach
+Normal rank
@@ Property / cites work @@
+Large time behavior of solutions to parabolic equations with Neumann boundary conditions
+Normal rank
@@ Property / cites work @@
+Ergodic BSDEs under weak dissipative assumptions
@@ Property / cites work: Ergodic BSDEs under weak dissipative assumptions / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
+Normal rank
@@ Property / cites work @@
+The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
+Normal rank
@@ Property / cites work @@
+Asymptotic Solutions of Viscous Hamilton–Jacobi Equations with Ornstein–Uhlenbeck Operator
+Normal rank
@@ Property / cites work @@
+Long-time behavior of solutions to Hamilton-Jacobi equations with quadratic gradient term
+Normal rank
@@ Property / cites work @@
+Q3883249
@@ Property / cites work: Q3883249 / rank @@
+Normal rank
@@ Property / cites work @@
+A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension
+Normal rank
@@ Property / cites work @@
+Large Time Behavior of Solutions of Hamilton--Jacobi--Bellman Equations with Quadratic Nonlinearity in Gradients
+Normal rank
@@ Property / cites work @@
+Asymptotic solutions for large time of Hamilton-Jacobi equations in Euclidean \(n\) space
+Normal rank
@@ Property / cites work @@
+Long-time asymptotic solutions of convex Hamilton-Jacobi equations with Neumann type boundary conditions
+Normal rank
@@ Property / cites work @@
+Representation theorems for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
+Normal rank
@@ Property / cites work @@
+On Filippov's Implicit Functions Lemma
@@ Property / cites work: On Filippov's Implicit Functions Lemma / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence to periodic fronts in a class of semiliner parabolic equations
+Normal rank
@@ Property / cites work @@
+Generalized BSDEs and nonlinear Neumann boundary value problems
+Normal rank
@@ Property / cites work @@
+Ergodic BSDEs and related PDEs with Neumann boundary conditions
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:517927