@article{hu:hal-01674766,
TITLE = {Ergodic BSDE with an unbounded and multiplicative underlying diffusion and application to large time behavior of viscosity solution of HJB equation},
AUTHOR = {Hu, Ying and Lemonnier, Florian},
URL = {https://hal.science/hal-01674766},
JOURNAL = {Stochastic Processes and their Applications},
PUBLISHER = {Elsevier},
VOLUME = {129},
NUMBER = {10},
PAGES = {4009-4050},
YEAR = {2019},
DOI = {10.1016/j.spa.2018.11.008},
KEYWORDS = {multiplicative and unbounded diffusion ; ergodic backward stochastic differential equation ; HJB equation ; large time behavior ; rate of convergence},
PDF = {https://hal.science/hal-01674766/file/EBSDE_unbounded.pdf},
HAL_ID = {hal-01674766},
HAL_VERSION = {v1},
}