A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension (Q2810064): Difference between revisions
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Latest revision as of 01:58, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension |
scientific article |
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A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension (English)
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31 May 2016
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backward stochastic differential equations
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ergodic backward stochastic differential equations
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HJB equations in infinite dimension
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large time behavior
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mild solutions
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Ornstein-Uhlenbeck operator
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