Autor:	Tuo, Navegué, Coulibaly, Harouna, Aman, Auguste
Předmět:	STOCHASTIC differential equations TIME delay systems FUNCTION generators (Electronic instruments) EXISTENCE theorems APPROXIMATION theory
Zdroj:	Random Operators & Stochastic Equations; Mar2018, Vol. 26 Issue 1, p11-22, 12p
Abstrakt:	This paper is devoted to establish an existence and uniqueness result of one-dimensional reflectedbackward stochastic differential equations with time-delayed generators (RBSDEswith time-delayed generators, in short). Our proof is based on approximation via a penalization method. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
Externí odkaz:	Zobrazit plný text záznamu