Pages that link to "Item:Q841486"
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The following pages link to Ergodic BSDEs and related PDEs with Neumann boundary conditions (Q841486):
Displaying 21 items.
- Long time asymptotics for fully nonlinear Bellman equations: a backward SDE approach (Q271868) (← links)
- A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions (Q517927) (← links)
- Ergodic BSDEs under weak dissipative assumptions (Q550144) (← links)
- Existence of asymptotic values for nonexpansive stochastic control systems (Q741140) (← links)
- On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem (Q901303) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Stationary backward stochastic differential equations and associated partial differential equations (Q1960925) (← links)
- Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions (Q2018561) (← links)
- Long term average cost control problems without ergodicity (Q2171038) (← links)
- Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268) (← links)
- Feynman-Kac representation of fully nonlinear PDEs and applications (Q2355853) (← links)
- Ergodic maximum principle for stochastic systems (Q2422351) (← links)
- An approximation result for a nonlinear Neumann boundary value problem via BSDEs (Q2485812) (← links)
- On the boundary ergodic problem for fully nonlinear equations in bounded domains with general nonlinear Neumann boundary conditions (Q2575846) (← links)
- Ergodic BSDEs with Multiplicative and Degenerate Noise (Q3300841) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- Continuity of the Feynman–Kac formula for a generalized parabolic equation (Q4584667) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Asymptotic Control for a Class of Piecewise Deterministic Markov Processes Associated to Temperate Viruses (Q5501223) (← links)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
