A class of globally solvable Markovian quadratic BSDE systems and applications
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More about this item
Keywords
BSDE; backward stochastic differential equations; systems of BSDE; quadratic nonlinearities; stochastic equilibrium; martingales on manifolds; nonzero-sum stochastic games;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-GTH-2019-07-29 (Game Theory)
- NEP-ORE-2019-07-29 (Operations Research)
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