Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions
DOI10.1016/j.spa.2014.11.015zbMath1322.60092arXiv1310.5498OpenAlexW1975037561MaRDI QIDQ2018561
Publication date: 24 March 2015
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.5498
ergodicityNeumann boundary conditionsbackward stochastic differential equationspartial differential equationsergodic optimal control problemweakly dissipative drift
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Related Items (8)
Cites Work
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