Paper Citation Record · LEDGER

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations

As of 13 August 2026, this Paper Citation Record lists 40 of 40 outbound references and 0 inbound Pith citation observations for arXiv:2606.06757.

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pith.paper-citation-record.v1
2606.06757 v1

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measured 40 of 40 reference resolution

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Source: paper_references, paper_reference_links, observed 2026-06-27T23:36:13.176960Z

measured 40 of 40 standing notices

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Source: scholarly_work_events, retraction_status_cache, observed 2026-08-12T06:34:41.77262+00:00

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Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

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Source: cited_works

Reference resolution

40 of 40 outbound references displayed

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Outbound references

Observation 9e0e524d-a879-491c-8c12-213dc7fc29e9 · outbound

This paper cites Arapostathis, V.S.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Arapostathis, V.S

Reference 1

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Observation 98e75523-621e-4ca8-a9e4-698bb77fe44c · outbound

This paper cites On ergodic stochastic control.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations On ergodic stochastic control

Reference 2

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Observation 60e41f4a-dfe9-4457-8c26-3786e5a9fdc0 · outbound

This paper cites Ergodicity for neutral type SDEs with infinite length of memory.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodicity for neutral type SDEs with infinite length of memory

Reference 3

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Observation 6f34907d-4f3d-4084-8c29-e6de7d4944ca · outbound

This paper cites an unresolved cited work.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Unresolved cited work

Reference 4

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Observation 019c89bc-ba2a-412b-a052-0d8c8bb8bc60 · outbound

This paper cites Ergodicity of Inhomogeneous Markov Chains Through Asymp- totic Pseudotrajectories.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodicity of Inhomogeneous Markov Chains Through Asymp- totic Pseudotrajectories

Reference 5

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Observation ad98ebab-28b4-4888-a4c1-45a9384da00d · outbound

This paper cites On Bellman Equations of Ergodic Control inR n.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations On Bellman Equations of Ergodic Control inR n

Reference 6

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Observation fe196d0f-133f-47a8-b8de-29df161ac712 · outbound

This paper cites Generalized principal eigenvalues for parabolic operators in bounded domains.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Generalized principal eigenvalues for parabolic operators in bounded domains

Reference 7

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Observation 9f46af10-f68b-4641-982d-a2e661b9268a · outbound

This paper cites Examples concerning Abel and Ces` aro limits.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Examples concerning Abel and Ces` aro limits

Reference 8

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Observation 84064c8a-e4eb-4f0e-aae5-e1d2b1600fb7 · outbound

This paper cites Differentiable and Lipschitzian mappings of Banach spaces.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Differentiable and Lipschitzian mappings of Banach spaces

Reference 9

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Observation 51c2d5db-b3a1-452d-b426-d87bc4a22013 · outbound

This paper cites Ergodic control of multidimensional diffusions I: The existence results.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic control of multidimensional diffusions I: The existence results

Reference 10

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Observation fdeaae2b-f5f5-4312-8553-4c3c67c22930 · outbound

This paper cites Quasistationary Distributions and Ergodic Control Problems.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Quasistationary Distributions and Ergodic Control Problems

Reference 11

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Observation c50c05cf-3688-44da-a2fa-0f242331d6c5 · outbound

This paper cites Invariant measures for stochastic functional differential equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Invariant measures for stochastic functional differential equations

Reference 12

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Observation f449f5b9-bea1-4a3c-a34b-ec02207c7cf6 · outbound

This paper cites Ergodic BSDEs with jumps and time dependence.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic BSDEs with jumps and time dependence

Reference 13

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Observation 7fc4cb3c-22a5-4761-8d52-a5b770313fa4 · outbound

This paper cites Ornstein–Uhlenbeck operators with time periodic coefficients.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ornstein–Uhlenbeck operators with time periodic coefficients

Reference 14

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Observation 0f42db0c-d774-4833-93e4-b3c12bbaa87d · outbound

This paper cites A note on non autonomous stochastic differential equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations A note on non autonomous stochastic differential equations

Reference 15

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Observation fea1e6b1-d16d-4a93-9ed0-afd6df5cb412 · outbound

This paper cites Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Optimal Control of Stochastic Delay Differential Equations and Applications to Path-Dependent Financial and Economic Models

Reference 16

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Observation 2d353d90-ac49-46d2-9223-c49f589c1c0e · outbound

This paper cites Ergodic BSDEs under weak dissipative assumptions.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic BSDEs under weak dissipative assumptions

Reference 17

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Observation f93690d4-6721-4a5b-ad4b-8686da038efa · outbound

This paper cites Entrance measures for semigroups of time-inhomogeneous SDEs: possibly degenerate and expanding.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Entrance measures for semigroups of time-inhomogeneous SDEs: possibly degenerate and expanding

Reference 18

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Observation bad1f353-6b1a-4295-927e-7658a01e64e4 · outbound

This paper cites Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

Reference 19

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Observation 2143f7d7-0e9f-43bc-9748-369a46839b90 · outbound

This paper cites Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton-Jacobi-Bellman Equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton-Jacobi-Bellman Equations

Reference 20

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Observation 2c2be8f1-aeed-44c4-b10d-8a83f5432d2e · outbound

This paper cites Ergodic Control of Semilinear Stochastic Equations and the Hamilton- Jacobi Equation.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic Control of Semilinear Stochastic Equations and the Hamilton- Jacobi Equation

Reference 21

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Observation 920ab6fd-f3f7-4079-871e-4c99302a2408 · outbound

This paper cites Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients

Reference 22

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Observation 74a47537-c942-4ff3-823d-7e77b8bcc45e · outbound

This paper cites On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations On Average Optimality for Non-Stationary Markov Decision Processes in Borel Spaces

Reference 23

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Observation 6ca83235-1a1c-49c5-be87-08f13c6dd41d · outbound

This paper cites Yet another look at Harris’ ergodic theorem for Markov chains.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Yet another look at Harris’ ergodic theorem for Markov chains

Reference 24

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Observation 0bce0977-1d0f-420e-b9e6-71de499066da · outbound

This paper cites Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation

Reference 25

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Observation 11eea278-bd6c-47d9-ba82-138b35219a61 · outbound

This paper cites The Principal Floquet Bundle and Exponential Separation for Linear Parabolic Equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations The Principal Floquet Bundle and Exponential Separation for Linear Parabolic Equations

Reference 26

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Observation e2aa0265-ac9f-4e33-9e06-8c6463a01cb1 · outbound

This paper cites Harnack inequalities, exponential separation, and pertubations of principal Floquet bundles for linear parabolic equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Harnack inequalities, exponential separation, and pertubations of principal Floquet bundles for linear parabolic equations

Reference 27

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Observation b2bd1a96-7ae2-4bd3-bcde-0efa4cd6b948 · outbound

This paper cites On the Stability of the Linear Functional Equation.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations On the Stability of the Linear Functional Equation

Reference 28

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Observation 1da5b02c-74da-4753-a850-ebaf6d1b3859 · outbound

This paper cites A new monotonicity condition for ergodic BSDEs and ergodic control with super-quadratic hamiltonians.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations A new monotonicity condition for ergodic BSDEs and ergodic control with super-quadratic hamiltonians

Reference 29

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Observation 7e63c692-9636-4bd3-adb8-e539a480ecc4 · outbound

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Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Tauberian theory. A century of developments

Reference 30

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Observation 2b97efe0-114f-4217-b286-10a0c949fb5e · outbound

This paper cites Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Nonlinear Elliptic Equations with Singular Boundary Conditions and Stochastic Control with State Constraints

Reference 31

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Observation 72f449ba-270e-4d32-b45c-9a0b7d1cda45 · outbound

This paper cites Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE

Reference 32

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Observation 2cdbe7c0-bfde-4712-8d47-c22a99caef67 · outbound

This paper cites Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift

Reference 33

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Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Unresolved cited work

Reference 34

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Observation d4993b43-32e1-4e5c-b6af-15c93d082441 · outbound

This paper cites The Existence of Evolution Systems of Measures of Non-autonomous Stochastic Differential Equations with Infinite Delays.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations The Existence of Evolution Systems of Measures of Non-autonomous Stochastic Differential Equations with Infinite Delays

Reference 35

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Observation 8859ac65-853f-4294-9e16-8aae82bc2939 · outbound

This paper cites Ergodic BSDEs and related PDEs with Neumann boundary conditions.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Ergodic BSDEs and related PDEs with Neumann boundary conditions

Reference 36

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Observation 1fcfa57a-722b-4afc-8d29-11743b9c1f7f · outbound

This paper cites Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity

Reference 37

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Observation b51f94cf-8090-4171-a5e5-7c1bc119d813 · outbound

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Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Wu and Q

Reference 38

Resolution: verified exact; arxiv_id, observed 2026-07-02T15:47:06.035226Z

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Observation 1a00fe9a-e3e9-4f50-bcf5-d4a33b1dec69 · outbound

This paper cites Zhang.Backward Stochastic Differential Equations.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Zhang.Backward Stochastic Differential Equations

Reference 39

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Observation 69179598-f11e-4a26-a140-c7b4d2a05b08 · outbound

This paper cites Zero-Sum Non-Stationary Stochastic Games with the Long-Run Average Crite- rion.

Path-Dependent Ergodic Optimal Control and Backward Stochastic Differential Equations Zero-Sum Non-Stationary Stochastic Games with the Long-Run Average Crite- rion

Reference 40

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