Ergodic BSDEs under weak dissipative assumptions (Q550144): Difference between revisions

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+On ergodic stochastic control
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+Q4006399
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+Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs
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+Coupling for some partial differential equations driven by white noise
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+Stochastic Equations in Infinite Dimensions
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+Ergodicity for Infinite Dimensional Systems
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+The Bismut-Elworthy formula for backward SDE's and applications to nonlinear Kolmogorov equations and control in infinite dimensional spaces
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+Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces.
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+Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
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+Ergodic control of semilinear stochastic equations and the Hamilton-Jacobi equation
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+BSDE on an infinite horizon and elliptic PDEs in infinite dimension
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+A coupling approach to randomly forced nonlinear PDE's. I
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+On Filippov's Implicit Functions Lemma
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+Ergodicity for the stochastic complex Ginzburg--Landau equations
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+Backward stochastic differential equations and applications to optimal control
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+Ergodic BSDEs and related PDEs with Neumann boundary conditions
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+BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>
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+Exponential mixing for 2D Navier-Stokes equations perturbed by an unbounded noise
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