Add to ORKGWe 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.Backward stochastic differential equations Ergodic control Neumann boundary conditions Ergodic partial differential equations
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in co...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
International audienceWe study a new class of ergodic backward stochastic differential equations (EB...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
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...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the stro...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in co...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
International audienceWe study a new class of ergodic backward stochastic differential equations (EB...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
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...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) dropping the stro...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in co...