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Multidimensional Infinite-Horizon Markovian Backward Stochastic Differential Equations with Continuous Coefficients and Nonzero-Sum Differential Games
This paper addresses the solvability of multidimensional infinite-horizon Markovian backward stochastic differential equations with continuous coefficients. We do not require the Lipschitz property or other quantitative controls of differences, and each component of the generator is allowed to depen
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