A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension (Q2810064)

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scientific article; zbMATH DE number 6587758
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    A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension
    scientific article; zbMATH DE number 6587758

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      31 May 2016
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      backward stochastic differential equations
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      ergodic backward stochastic differential equations
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      HJB equations in infinite dimension
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      large time behavior
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      mild solutions
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      Ornstein-Uhlenbeck operator
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      A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension (English)
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