Backward stochastic differential equations with time-delayed generators and integrable parameters

Autor:	Aman, Auguste, Ren, Yong
Rok vydání:	2021
Předmět:	Mathematics - Probability 60H15 60H20 60H30
Druh dokumentu:	Working Paper
Popis:	In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data. Comment: 10 pages. arXiv admin note: text overlap with arXiv:2110.00754
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2110.02073 Zobrazit plný text záznamu View this record from Arxiv