{
  "id": "1310.5498",
  "version": "v2",
  "published": "2013-10-21T10:40:37.000Z",
  "updated": "2015-01-15T12:58:57.000Z",
  "title": "Ergodic BSDEs and related PDEs with Neumann boundary conditions under weak dissipative assumptions",
  "authors": [
    "Pierre-Yves Madec"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We study a class of ergodic BSDEs related to PDEs with Neumann boundary conditions. The randomness of the drift is given by a forward process under weakly dissipative assumptions with an invertible and bounded diffusion matrix. Furthermore, this forward process is reflected in a convex subset of $\\R^d$ not necessary bounded. We study the link of such EBSDEs with PDEs and we apply our results to an ergodic optimal control problem.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-10-21T10:40:37.000Z",
      "comment": null,
      "journal": null,
      "doi": null
    },
    {
      "version": "v2",
      "updated": "2015-01-15T12:58:57.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "neumann boundary conditions",
      "weak dissipative assumptions",
      "ergodic bsdes",
      "related pdes",
      "ergodic optimal control problem"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1310.5498M"
    }
  }
}