Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas

Stochastic Processes and their Applications 2026 Open access

Read full text
Authors: Emmanuel Gobet, Adrien Richou, Łukasz Szpruch
DOI: 10.1016/j.spa.2026.104871
Cited by: 1
References: 17

Fields of Study & Subjects

Stochastic processes and financial applications Risk and Portfolio Optimization Meteorological Phenomena and Simulations

Publication details

Journal / source
Stochastic Processes and their Applications
Publisher
Elsevier BV
Volume
195
Pages
104871–104871
Publication date
7 January 2026
Language
EN