"Ergodic BSDEs with Multiplicative and Degenerate Noise."

Giuseppina Guatteri, Gianmario Tessitore (2020)

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DOI: 10.1137/19M1292552

access: closed

type: Journal Article

metadata version: 2023-08-28

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Giuseppina Guatteri, Gianmario Tessitore:
Ergodic BSDEs with Multiplicative and Degenerate Noise. SIAM J. Control. Optim. 58(4): 2050-2077 (2020)

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