Ergodic BSDEs with Multiplicative and Degenerate Noise

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

Authors

Giuseppina Guatteri

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Gianmario Tessitore

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