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Forward-backward stochastic differential equations with delay generators
Aman, Auguste
;
Coulibaly, Harouna
;
Dordevic, Jasmina
Journal article
; AcceptedVersion
; Peer reviewed
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Delayed_FBSDEs_reiews_1.pdf (156.3Kb)
Year
2023
CRIStin
2066376
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Matematisk institutt
[3781]
CRIStin høstingsarkiv
[31446]
Original version
Stochastics and Dynamics. 2023, 23 (02):2350012,
DOI: https://doi.org/10.1142/S0219493723500120
Abstract
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.
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