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

2021/10/02 by Auguste Aman, Yong Ren, Aman, Auguste +1
Economics, Econometrics and Finance · Engineering · Mathematics · #60H15 #60H20 #60H30 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2110.02073

openalex publication_date 2021/10/02 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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

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