Ergodic BSDEs under weak dissipative assumptions (Q550144)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs under weak dissipative assumptions |
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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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