Ergodic BSDEs under weak dissipative assumptions

Arnaud Debussche, Ying Hu, Gianmario Tessitore

Type: Preprint

Publication Date: 2010-04-09

Citations: 2

Locations

arXiv (Cornell University) - View

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+	Approximation of the invariant measure with an Euler scheme for Stochastic PDE's driven by Space-Time White Noise	2012	Charles-Édouard Bréhier

Works Cited by This (11)

Action	Title	Year	Authors
+	Backward stochastic differential equations and applications to optimal control	1993	Shigē Péng
+ PDF Chat	Ergodicity for the stochastic Complex Ginzburg–Landau equations	2005	Cyril Odasso
+	Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs	1998	Philippe Briand Ying Hu
+	Ergodic Control of Semilinear Stochastic Equations and the Hamilton–Jacobi Equation	1999	Beniamin Gołdys Bohdan Maslowski
+	Gibbsian Dynamics and Ergodicity¶for the Stochastically Forced Navier–Stokes Equation	2001	E Weinan Jonathan C. Mattingly Ya. G. Sinaĭ
+	A Coupling Approach¶to Randomly Forced Nonlinear PDE's. I	2001	Sergei Kuksin Armen Shirikyan
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+	BSDE<scp>s</scp> with a random terminal time driven by a monotone generator and their links with PDE<scp>s</scp>	2004	Manuela Royer
+	Ergodic BSDEs and related PDEs with Neumann boundary conditions	2009	Adrien Richou
+	On Bellman equations of ergodic control in R n	2005	Alain Bensoussan Jens Frehse