On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (Q6115252)
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scientific article; zbMATH DE number 7711487
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications |
scientific article; zbMATH DE number 7711487 |
Statements
On quadratic multidimensional type-I BSVIEs, infinite families of BSDEs and their applications (English)
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12 July 2023
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backward stochastic Volterra integral equations
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representation of partial differential equations
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infinite families of BSDEs
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backward stochastic differential equations
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risk-sensitive nonzero sum games
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time inconsistency.
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