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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| English | 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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0.8152552247047424
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0.792617678642273
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0.7920237183570862
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0.7802680134773254
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