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Ergodic BSDEs driven by G-Brownian motion and applications
发布时间:2019-05-21-00 访问次数:
地点:行健楼学术活动室665
邀请人:许晓明副教授
报告摘要:In this talk, we consider a new kind of backward stochastic differential equations driven by G-Brownian motion, which is called ergodic G-BSDEs. The well-posedness of G-BSDEs with infinite horizon is given by a new linearization method. Then, we obtain the existence of solution to G-EBSDE and some applications are also stated.