Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561): Difference between revisions

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Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
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    Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (English)
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    24 March 2015
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    backward stochastic differential equations
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    ergodicity
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    weakly dissipative drift
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    partial differential equations
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    Neumann boundary conditions
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    ergodic optimal control problem
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