How do future expectations affect the financial sector? Expectations modeling, infinite horizon (controlled) random FBSDEs and stochastic viscosity solutions

Xanthi-Isidora Kartala, Nikolaos Englezos, Athanasios N. Yannacopoulos

In this paper we study a class of infinite horizon fully coupled forward-backward stochastic differential equations (FBSDEs), that are stimulated by various continuous time future…