Work

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

Year: 2025

Type: article

Abstract: In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data

Source: Random Operators and Stochastic Equations

DOI: 10.1515/rose-2025-2010

Authors: Auguste Aman, Yong Ren

Institutions: Université Félix Houphouët-Boigny, Anhui Normal University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4408927613

FWCI:

Cites: 10

Cited by: 1

Related to: 10