Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (Q2274268)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation |
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Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation (English)
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19 September 2019
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multiplicative and unbounded diffusion
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ergodic backward stochastic differential equation
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HJB equation
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large time behaviour
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rate of convergence
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