Giuseppina Guatteri, Gianmario Tessitore. Ergodic BSDEs with Multiplicative and Degenerate Noise. SIAM J. Control and Optimization, 58(4):2050-2077, 2020. [doi]
@article{GuatteriT20,
title = {Ergodic BSDEs with Multiplicative and Degenerate Noise},
author = {Giuseppina Guatteri and Gianmario Tessitore},
year = {2020},
doi = {10.1137/19M1292552},
url = {https://doi.org/10.1137/19M1292552},
researchr = {https://researchr.org/publication/GuatteriT20},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {58},
number = {4},
pages = {2050-2077},
}