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Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

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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 behavior

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28 cited

2013Ergodic BSDEs Driven by Markov Chains26 cited