AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which is linked with semi-linear Neumann type boundary value problems related to ergodic phenomena. The particularity of these problems is that the ergodic constant appears in Neumann boundary conditions. We study the existence and uniqueness of solutions to EBSDEs and the link with partial differential equations. Then we apply these results to optimal ergodic control problems
International audienceWe consider ergodic backward stochastic differential equations, in a setting w...
International audienceIn this paper, we study ergodic backward stochastic differential equations (EB...
In this article, we are interested in what can be called \boundary ergodic control problems" wh...
We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which ...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) drop-ping the str...
International audienceWe study a class of ergodic BSDEs related to PDEs with Neumann boundary condit...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
International audienceIn this paper we introduce a new kind of Backward Stochastic Differential Equa...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particula...
We consider ergodic backward stochastic differential equations in a discrete time setting, where noi...
International audienceWe consider ergodic backward stochastic differential equations, in a setting w...
International audienceIn this paper, we study ergodic backward stochastic differential equations (EB...
In this article, we are interested in what can be called \boundary ergodic control problems" wh...
We study a new class of ergodic backward stochastic differential equations (EBSDEs for short) which ...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) drop-ping the str...
International audienceWe study a class of ergodic BSDEs related to PDEs with Neumann boundary condit...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
International audienceIn this paper we introduce a new kind of Backward Stochastic Differential Equa...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particula...
We consider ergodic backward stochastic differential equations in a discrete time setting, where noi...
International audienceWe consider ergodic backward stochastic differential equations, in a setting w...
International audienceIn this paper, we study ergodic backward stochastic differential equations (EB...
In this article, we are interested in what can be called \boundary ergodic control problems" wh...
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