Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922)
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scientific article; zbMATH DE number 7268455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes |
scientific article; zbMATH DE number 7268455 |
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Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (English)
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30 October 2020
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infinite horizon BSDE system
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ergodic BSDE system
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multidimensional comparison theorem
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regime switching
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forward performance processes
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large time behavior of PDE systems
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