scientific article; zbMATH DE number 1342038
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Cited in
(12)- Decomposition of backward SLE in the capacity parametrization
- Stationary backward stochastic differential equations and associated partial differential equations
- Periodic solutions for SDEs through upper and lower solutions
- Comparison theorems for neutral stochastic functional differential equations
- Ergodic backward stochastic difference equations
- Ergodic BSDEs with multiplicative and degenerate noise
- Existence and uniqueness of multidimensional BSDEs and of systems of degenerate PDEs with superlinear growth generator
- Comparison theorem for stochastic functional differential equations and applications
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians
- Efficient drift parameter estimation for ergodic solutions of backward SDEs
- Ergodic BSDEs and related PDEs with Neumann boundary conditions
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
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