Ergodic BSDEs with multiplicative and degenerate noise (Q3300841)
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scientific article
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| English | Ergodic BSDEs with multiplicative and degenerate noise |
scientific article |
Statements
Ergodic BSDEs with Multiplicative and Degenerate Noise (English)
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30 July 2020
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ergodic control
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infinite dimensional SDEs
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backward stochastic differential equations
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multiplicative noise
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0.863731861114502
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0.8242617249488831
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0.8226601481437683
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0.8171899914741516
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