Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268)
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scientific article; zbMATH DE number 7107471
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| English | Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation |
scientific article; zbMATH DE number 7107471 |
Statements
Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (English)
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19 September 2019
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multiplicative and unbounded diffusion
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ergodic backward stochastic differential equation
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HJB equation
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large time behaviour
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rate of convergence
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0.8403636813163757
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0.8361297249794006
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0.8242617249488831
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0.8219637870788574
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0.8216033577919006
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