Ergodic BSDEs under weak dissipative assumptions (Q550144): Difference between revisions
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / zbMATH DE Number: 5918967 / rank | |||
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backward stochastic differential equation | |||
Property / zbMATH Keywords: backward stochastic differential equation / rank | |||
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Bismut-Elworthy formula | |||
Property / zbMATH Keywords: Bismut-Elworthy formula / rank | |||
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coupling estimate | |||
Property / zbMATH Keywords: coupling estimate / rank | |||
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ergodic control | |||
Property / zbMATH Keywords: ergodic control / rank | |||
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Hamilton-Jacobi-bellman equation | |||
Property / zbMATH Keywords: Hamilton-Jacobi-bellman equation / rank | |||
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recurrence property | |||
Property / zbMATH Keywords: recurrence property / rank | |||
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weak dissipative assumption | |||
Property / zbMATH Keywords: weak dissipative assumption / rank | |||
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Revision as of 13:26, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Ergodic BSDEs under weak dissipative assumptions |
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Statements
Ergodic BSDEs under weak dissipative assumptions (English)
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8 July 2011
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backward stochastic differential equation
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Bismut-Elworthy formula
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coupling estimate
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ergodic control
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Hamilton-Jacobi-bellman equation
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recurrence property
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weak dissipative assumption
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