Pages that link to "Item:Q550144"
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The following pages link to Ergodic BSDEs under weak dissipative assumptions (Q550144):
Displaying 28 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)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← 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)
- Singular limit of BSDEs and optimal control of two scale stochastic systems in infinite dimensional spaces (Q2020319) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Representation of limit values for nonexpansive stochastic differential games (Q2219043) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
- Ergodic maximum principle for stochastic systems (Q2422351) (← links)
- Approximation of the invariant measure with an Euler scheme for stochastic PDEs driven by space-time white noise (Q2436549) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- Nash equilibria for nonzero-sum ergodic stochastic differential games (Q4684904) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Singular Limit of Two-Scale Stochastic Optimal Control Problems in Infinite Dimensions by Vanishing Noise Regularization (Q5065050) (← links)
- Ergodic control of infinite-dimensional stochastic differential equations with degenerate noise (Q5107915) (← 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)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations (Q6138919) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Approximation diffusion for the nonlinear Schrödinger equation with a random potential (Q6589610) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
