Ergodic BSDEs under weak dissipative assumptions (Q550144)
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scientific article; zbMATH DE number 5918967
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| English | Ergodic BSDEs under weak dissipative assumptions |
scientific article; zbMATH DE number 5918967 |
Statements
Ergodic BSDEs under weak dissipative assumptions (English)
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8 July 2011
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backward stochastic differential equation
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Bismut-Elworthy formula
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coupling estimate
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ergodic control
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Hamilton-Jacobi-bellman equation
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recurrence property
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weak dissipative assumption
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0.93960154
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0.9282417
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0.91499114
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0.8997467
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0.8975582
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0.8965633
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0.89617234
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