Pages that link to "Item:Q550144"
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The following pages link to Ergodic BSDEs under weak dissipative assumptions (Q550144):
Displayed 8 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- Strong and weak orders in averaging for SPDEs (Q432500) (← links)
- A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
- Necessary conditions for optimality for stochastic evolution equations (Q2015568) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)