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Giuseppina Guatteri, Gianmario Tessitore. Ergodic BSDEs with Multiplicative and Degenerate Noise. SIAM J. Control and Optimization, 58(4):2050-2077, 2020. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Ergodic BSDEs and Optimal Ergodic Control in Banach SpacesMarco Fuhrman, Ying Hu, Gianmario Tessitore. siamco, 48(3):1542-1566, 2009. [doi]
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