Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient (Q2810056)

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Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient
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    Large Time Behavior of Solutions to SemiLinear Equations with Quadratic Growth in the Gradient (English)
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    31 May 2016
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    semilinear equations
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    quadratic gradient growth
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    large time behavior
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    backward stochastic differential equations
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    ergodic equation
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    risk-sensitive control
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    portfolio choice problems
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