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

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

Authors

Yong Ren (ORCID: https://orcid.org/0000-0002-8353-6788)
Auguste Aman (ORCID: https://orcid.org/0000-0003-2318-6285)

Institutions

Anhui Normal University (CN)
Université Félix Houphouët-Boigny (CI)

Publication Details

Journal: Random Operators and Stochastic Equations
Published: 2025-03-28
DOI: https://doi.org/10.1515/rose-2025-2010
Primary Topic: Stochastic processes and financial applications
Type: article
Field-Weighted Citation Impact: 0.00

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article

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

Yong Ren, Auguste Aman

Mar 28, 2025

Random Operators and Stochastic Equations

Stochastic processes and financial applications

article

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

Yong Ren, Auguste Aman

March 28, 2025article en

Abstract

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

Random Operators and Stochastic EquationsVol. 33(2)

Anhui Normal University (CN), Université Félix Houphouët-Boigny (CI)

Openalex Percentile: Top 92%

Stochastic processes and financial applications

DOI Source OpenAlex

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Backward stochastic differential equations with time-delayed generators and integrable parameters — Yong Ren, Auguste Aman · Random Operators and Stochastic Equations (2025) | TGRS Research Map | TGRS