A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions
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Publication:517927
DOI10.1007/s00245-015-9318-0zbMath1366.35090arXiv1503.07703OpenAlexW1830712743MaRDI QIDQ517927
Publication date: 28 March 2017
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.07703
backward stochastic differential equationsviscosity solutionslarge time behaviourHJB equationsergodic backward stochastic differential equations
Asymptotic behavior of solutions to PDEs (35B40) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order parabolic equations (35K10) Semilinear parabolic equations (35K58) Viscosity solutions to PDEs (35D40)
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