Madec, P.Y. - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1821-1860
We study a class of ergodic BSDEs related to PDEs with Neumann boundary conditions. The randomness of the driver 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...