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Forward-backward stochastic differential equations with delay generators

dc.date.accessioned2024-04-02T16:00:08Z
dc.date.available2024-04-02T16:00:08Z
dc.date.created2022-10-29T15:39:51Z
dc.date.issued2023
dc.identifier.citationAman, Auguste Coulibaly, Harouna Dordevic, Jasmina . Forward-backward stochastic differential equations with delay generators. Stochastics and Dynamics. 2023, 23(02)
dc.identifier.urihttp://hdl.handle.net/10852/110246
dc.description.abstractIn 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.
dc.languageEN
dc.titleForward-backward stochastic differential equations with delay generators
dc.title.alternativeENEngelskEnglishForward-backward stochastic differential equations with delay generators
dc.typeJournal article
dc.creator.authorAman, Auguste
dc.creator.authorCoulibaly, Harouna
dc.creator.authorDordevic, Jasmina
cristin.unitcode185,15,13,35
cristin.unitnameRisiko og stokastikk
cristin.ispublishedtrue
cristin.fulltextpostprint
cristin.qualitycode1
dc.identifier.cristin2066376
dc.identifier.bibliographiccitationinfo:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Stochastics and Dynamics&rft.volume=23&rft.spage=&rft.date=2023
dc.identifier.jtitleStochastics and Dynamics
dc.identifier.volume23
dc.identifier.issue02
dc.identifier.doihttps://doi.org/10.1142/S0219493723500120
dc.type.documentTidsskriftartikkel
dc.type.peerreviewedPeer reviewed
dc.source.issn0219-4937
dc.type.versionAcceptedVersion
cristin.articleid2350012
dc.relation.projectNFR/274410


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