\(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813)
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scientific article; zbMATH DE number 7853540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE |
scientific article; zbMATH DE number 7853540 |
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\(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (English)
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25 May 2024
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\(G\)-forward performance process
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Infinite horizon \(G\)-BSDE
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ergodic \(G\)-BSDE
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