Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite horizon BSDEs under consistent nonlinear expectations |
scientific article |
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Infinite horizon BSDEs under consistent nonlinear expectations (English)
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28 January 2022
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infinite horizon BSDEs
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ergodic BSDEs
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consistent nonlinear expectations
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\(\widetilde{G}\)-expectations
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