Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486)

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Ergodic BSDEs and related PDEs with Neumann boundary conditions
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    Ergodic BSDEs and related PDEs with Neumann boundary conditions (English)
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    17 September 2009
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    backward stochastic differential equations
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    ergodic control
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    Neumann boundary conditions
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    ergodic partial differential equations
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