Infinite horizon BSDEs under consistent nonlinear expectations

DOI10.1016/j.bulsci.2021.103073zbMath1490.60167OpenAlexW3211589157MaRDI QIDQ2071438

Ming Shang Hu, Yifan Sun, Falei Wang

Publication date: 28 January 2022

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.bulsci.2021.103073

zbMATH Keywords

infinite horizon BSDEs\(\widetilde{G}\)-expectationsconsistent nonlinear expectationsergodic BSDEs

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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