Backward stochastic differential equations with time-delayed generators and integrable parameters
Probability
2021-10-06 v1
Abstract
In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.
Cite
@article{arxiv.2110.02073,
title = {Backward stochastic differential equations with time-delayed generators and integrable parameters},
author = {Auguste Aman and Yong Ren},
journal= {arXiv preprint arXiv:2110.02073},
year = {2021}
}
Comments
10 pages. arXiv admin note: text overlap with arXiv:2110.00754