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
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996303190.A co...
This paper studies the first order backward stochastic partial differential equations suggested earl...
We establish the existence (and in an appropriate sense uniqueness) of Markovian solutions for ergod...
International audienceWe study a new class of ergodic backward stochastic differential equations (EB...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
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 ...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) drop-ping the str...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particula...
International audienceWe study a class of ergodic BSDEs related to PDEs with Neumann boundary condit...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996303190.A co...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996303190.A co...
This paper studies the first order backward stochastic partial differential equations suggested earl...
We establish the existence (and in an appropriate sense uniqueness) of Markovian solutions for ergod...
International audienceWe study a new class of ergodic backward stochastic differential equations (EB...
AbstractWe study a new class of ergodic backward stochastic differential equations (EBSDEs for short...
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 ...
This thesis is made of three independent parts. Firstly, we study a new class of ergodic backward st...
In this paper we introduce a new kind of backward stochastic differential equations, called ergodic ...
Cette thèse s'intéresse à l'étude des EDSR ergodiques et à leurs applications à l'étude du comportem...
In this paper we study ergodic backward stochastic differential equations (EBSDEs) drop-ping the str...
The core of this thesis focuses on a number of different aspects of ergodic stochastic control in c...
We study nonlinear Neumann type boundary value problems related to ergodic phenomenas. The particula...
International audienceWe study a class of ergodic BSDEs related to PDEs with Neumann boundary condit...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996303190.A co...
This is the published version, also available here: http://dx.doi.org/10.1137/S0363012996303190.A co...
This paper studies the first order backward stochastic partial differential equations suggested earl...
We establish the existence (and in an appropriate sense uniqueness) of Markovian solutions for ergod...
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