Ergodic BSDEs under weak dissipative assumptions (Q550144): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2057044813 / rank | |||
Normal rank | |||
Revision as of 01:23, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs under weak dissipative assumptions |
scientific article |
Statements
Ergodic BSDEs under weak dissipative assumptions (English)
0 references
8 July 2011
0 references
backward stochastic differential equation
0 references
Bismut-Elworthy formula
0 references
coupling estimate
0 references
ergodic control
0 references
Hamilton-Jacobi-bellman equation
0 references
recurrence property
0 references
weak dissipative assumption
0 references
