Infinite horizon quadratic backward stochastic differential equations driven by G-Brownian motion

Key Points

• The study confirms the well-posedness of infinite horizon backward stochastic differential equations (BSDEs) driven by G-brownian motion.
• Explicit solutions to linear G-BSDEs with unbounded coefficients were constructed using a linearization method under quadratic assumptions.
• Comparison theorems were established for both finite and infinite horizon G-BSDEs, providing important insights into their behaviors.
• The results have implications for various applications in stochastic calculus and financial mathematics, reinforcing theoretical foundations.