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

@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 93E20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5918967
@@ Property / zbMATH DE Number: 5918967 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+backward stochastic differential equation
@@ Property / zbMATH Keywords: backward stochastic differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bismut-Elworthy formula
@@ Property / zbMATH Keywords: Bismut-Elworthy formula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+coupling estimate
@@ Property / zbMATH Keywords: coupling estimate / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ergodic control
@@ Property / zbMATH Keywords: ergodic control / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Hamilton-Jacobi-bellman equation
@@ Property / zbMATH Keywords: Hamilton-Jacobi-bellman equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+recurrence property
@@ Property / zbMATH Keywords: recurrence property / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+weak dissipative assumption
@@ Property / zbMATH Keywords: weak dissipative assumption / rank @@
+Normal rank

Revision as of 13:26, 1 July 2023