Ergodic Banach spaces

Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces

In this paper we introduce a new kind of Backward Stochastic Differential Equations, called ergodic BSDEs, which arise naturally in the study of optimal ergodic control. We study the existence, uniqueness and regularity of solution to ergodic BSDEs. Then we apply these results to the optimal ergodic control of a Banach valued stochastic state equation. We also establish the link between the erg...

A quantitative Mean Ergodic Theorem for uniformly convex Banach spaces

We provide an explicit uniform bound on the local stability of ergodic averages in uniformly convex Banach spaces. Our result can also be viewed as a finitary version in the sense of T. Tao of the Mean Ergodic Theorem for such spaces and so generalizes similar results obtained for Hilbert spaces by Avigad, Gerhardy and Towsner [1] and T. Tao [11].

A Mean Ergodic Theorem For Asymptotically Quasi-Nonexpansive Affine Mappings in Banach Spaces Satisfying Opial's Condition

a mean ergodic theorem for asymptotically quasi-nonexpansive affine mappings in banach spaces satisfying opial's condition

Banach Spaces

(A revised and expanded version of these notes are now published by Springer.) 1 Banach Spaces Definition A normed vector space X is a vector space over R or C with a function called the norm. 1. The set of real numbers with the norm taken to be the absolute value.