A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension
backward stochastic differential equationslarge time behaviormild solutionsOrnstein-Uhlenbeck operatorergodic backward stochastic differential equationsHJB equations in infinite dimension
Asymptotic behavior of solutions to PDEs (35B40) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Optimal stochastic control (93E20) PDEs on infinite-dimensional (e.g., function) spaces (= PDEs in infinitely many variables) (35R15)
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