Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions |
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Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (English)
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24 March 2015
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backward stochastic differential equations
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ergodicity
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weakly dissipative drift
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partial differential equations
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Neumann boundary conditions
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ergodic optimal control problem
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