Forward-backward stochastic differential equations with delay generators

被引：0

作者：

Aman, Auguste ^{[1
]}

Coulibaly, Harouna ^{[2
]}

Dordevic, Jasmina ^{[3
,4
]}

机构：

[1] Univ Felix H Boigny, UFR Math & Informat, Abidjan, Cote Ivoire

[2] Ecole Super Africaines TIC, Abidjan, Cote Ivoire

[3] Univ Oslo, Dept Math, Oslo, Norway

[4] Univ Nis, Fac Sci & Math, Nish, Serbia

来源：

STOCHASTICS AND DYNAMICS | 2023年 / 23卷 / 02期

关键词：

Forward-backward stochastic differential equations; delayed generators; BSDES;

D O I：

10.1142/S0219493723500120

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we prove a result of existence and uniqueness of solutions to coupled forward-backward stochastic differential equations with delayed generators under a Lipschitz condition.

引用

页数：14

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