Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Ergodic BSDEs under weak dissipative assumptions

8 references·6 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1997Backward Stochastic Differential Equations in Finance2,339 cited
1993Backward stochastic differential equations and applications to optimal control401 cited
2002Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control167 cited
1998On ergodic stochastic control153 cited
1998Stability of BSDEs with Random Terminal Time and Homogenization of Semilinear Elliptic PDEs99 cited
2009Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces67 cited
2004Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces67 cited
2004BSDE s with a random terminal time driven by a monotone generator and their links with PDE s65 cited

Cited by

2015A Probabilistic Approach to Large Time Behavior of Mild Solutions of HJB Equations in Infinite Dimension35 cited
2016Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach33 cited
2017Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE32 cited
2009Ergodic BSDEs and related PDEs with Neumann boundary conditions30 cited
2018An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior28 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2013Ergodic BSDEs Driven by Markov Chains26 cited