A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions |
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A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (English)
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28 March 2017
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backward stochastic differential equations
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ergodic backward stochastic differential equations
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HJB equations
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large time behaviour
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viscosity solutions
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