A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension (Q2810064)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension |
scientific article |
Statements
A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension (English)
0 references
31 May 2016
0 references
backward stochastic differential equations
0 references
ergodic backward stochastic differential equations
0 references
HJB equations in infinite dimension
0 references
large time behavior
0 references
mild solutions
0 references
Ornstein-Uhlenbeck operator
0 references
