Matches in SemOpenAlex for { <https://semopenalex.org/work/W4300847991> ?p ?o ?g. }
Showing items 1 to 62 of
62
with 100 items per page.
- W4300847991 abstract "In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the strong dissipativity assumption needed in the previous work. In other words we do not need to require the uniform exponential decay of the difference of two solutions of the underlying forward equation, which, on the contrary, is assumed to be non degenerate. We show existence of solutions by use of coupling estimates for a non-degenerate forward stochastic differential equations with bounded measurable non-linearity. Moreover we prove uniqueness of Markovian solutions exploiting the recurrence of the same class of forward equations. Applications are then given to the optimal ergodic control of stochastic partial differential equations and to the associated ergodic Hamilton-Jacobi-Bellman equations." @default.
- W4300847991 created "2022-10-04" @default.
- W4300847991 creator A5033680548 @default.
- W4300847991 creator A5041696665 @default.
- W4300847991 creator A5057727807 @default.
- W4300847991 date "2010-04-09" @default.
- W4300847991 modified "2023-10-15" @default.
- W4300847991 title "Ergodic BSDEs under weak dissipative assumptions" @default.
- W4300847991 doi "https://doi.org/10.48550/arxiv.1004.1571" @default.
- W4300847991 hasPublicationYear "2010" @default.
- W4300847991 type Work @default.
- W4300847991 citedByCount "0" @default.
- W4300847991 crossrefType "posted-content" @default.
- W4300847991 hasAuthorship W4300847991A5033680548 @default.
- W4300847991 hasAuthorship W4300847991A5041696665 @default.
- W4300847991 hasAuthorship W4300847991A5057727807 @default.
- W4300847991 hasBestOaLocation W43008479911 @default.
- W4300847991 hasConcept C121332964 @default.
- W4300847991 hasConcept C122044880 @default.
- W4300847991 hasConcept C134306372 @default.
- W4300847991 hasConcept C2777021972 @default.
- W4300847991 hasConcept C28826006 @default.
- W4300847991 hasConcept C33923547 @default.
- W4300847991 hasConcept C34388435 @default.
- W4300847991 hasConcept C51955184 @default.
- W4300847991 hasConcept C62520636 @default.
- W4300847991 hasConcept C72319582 @default.
- W4300847991 hasConcept C78045399 @default.
- W4300847991 hasConcept C99692599 @default.
- W4300847991 hasConceptScore W4300847991C121332964 @default.
- W4300847991 hasConceptScore W4300847991C122044880 @default.
- W4300847991 hasConceptScore W4300847991C134306372 @default.
- W4300847991 hasConceptScore W4300847991C2777021972 @default.
- W4300847991 hasConceptScore W4300847991C28826006 @default.
- W4300847991 hasConceptScore W4300847991C33923547 @default.
- W4300847991 hasConceptScore W4300847991C34388435 @default.
- W4300847991 hasConceptScore W4300847991C51955184 @default.
- W4300847991 hasConceptScore W4300847991C62520636 @default.
- W4300847991 hasConceptScore W4300847991C72319582 @default.
- W4300847991 hasConceptScore W4300847991C78045399 @default.
- W4300847991 hasConceptScore W4300847991C99692599 @default.
- W4300847991 hasLocation W43008479911 @default.
- W4300847991 hasLocation W43008479912 @default.
- W4300847991 hasLocation W43008479913 @default.
- W4300847991 hasLocation W43008479914 @default.
- W4300847991 hasLocation W43008479915 @default.
- W4300847991 hasLocation W43008479916 @default.
- W4300847991 hasOpenAccess W4300847991 @default.
- W4300847991 hasPrimaryLocation W43008479911 @default.
- W4300847991 hasRelatedWork W2023139743 @default.
- W4300847991 hasRelatedWork W2039130314 @default.
- W4300847991 hasRelatedWork W2803631465 @default.
- W4300847991 hasRelatedWork W2951724449 @default.
- W4300847991 hasRelatedWork W2974175449 @default.
- W4300847991 hasRelatedWork W3037218125 @default.
- W4300847991 hasRelatedWork W3211978829 @default.
- W4300847991 hasRelatedWork W4210584380 @default.
- W4300847991 hasRelatedWork W4294873837 @default.
- W4300847991 hasRelatedWork W4297823751 @default.
- W4300847991 isParatext "false" @default.
- W4300847991 isRetracted "false" @default.
- W4300847991 workType "article" @default.