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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2509.05706 |
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| _version_ | 1866911141333041152 |
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| author | Lin, Yiqing Sun, Yifan Wang, Falei |
| author_facet | Lin, Yiqing Sun, Yifan Wang, Falei |
| contents | The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with quadratic generators. To this end, we provide a full construction of explicit solutions to linear $G$-BSDEs with unbounded coefficients and the linearization method under the quadratic assumption. In addition, the comparison theorems for both finite and infinite horizon $G$-BSDEs are established. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2509_05706 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion Lin, Yiqing Sun, Yifan Wang, Falei Probability The aim is to prove the well-posedness of infinite horizon backward stochastic differential equations driven by $G$-Brownian motion ($G$-BSDEs) with quadratic generators. To this end, we provide a full construction of explicit solutions to linear $G$-BSDEs with unbounded coefficients and the linearization method under the quadratic assumption. In addition, the comparison theorems for both finite and infinite horizon $G$-BSDEs are established. |
| title | Infinite horizon quadratic backward stochastic differential equations driven by $G$-Brownian motion |
| topic | Probability |
| url | https://arxiv.org/abs/2509.05706 |