Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:34, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions |
scientific article |
Statements
Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (English)
0 references
24 March 2015
0 references
backward stochastic differential equations
0 references
ergodicity
0 references
weakly dissipative drift
0 references
partial differential equations
0 references
Neumann boundary conditions
0 references
ergodic optimal control problem
0 references
