L p -solutions of backward doubly stochastic differential equations with time delayed generators (Q6668714)

scientific article; zbMATH DE number 7972611

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English	<i>L</i> <sup> <i>p</i> </sup> -solutions of backward doubly stochastic differential equations with time delayed generators	scientific article; zbMATH DE number 7972611

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scholarly article

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title

L p -solutions of backward doubly stochastic differential equations with time delayed generators (English)

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author

Monia Karouf

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published in

Stochastic Analysis and Applications

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publication date

22 January 2025

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MaRDI profile type

Publication

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cites work

Backward Stochastic Differential Equations in Finance

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Reflected solutions of backward SDE's, and related obstacle problems for PDE's

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Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation

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Q4263364

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Reflected BSDE with a constraint and its applications in an incomplete market

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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Stochastic calculus with anticipating integrands

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Weak solutions for SPDE's and backward doubly stochastic differential equations

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Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I

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Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes

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A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

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Backward doubly stochastic differential equations with weak assumptions on the coefficients

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Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes

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BSDEs with polynomial growth generators

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\(L^p\)-solutions of backward doubly stochastic differential equations

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Stochastic partial differential equations with singular terminal condition

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\(L^{p}\) solutions of BSDEs with stochastic Lipschitz condition

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Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

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Lp solutions of infinite time interval backward doubly stochastic differential equations

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Backward stochastic differential equations with time delayed generators -- results and counterexamples

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On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures

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Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance

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BSDEs with Time-Delayed Generators of a Moving Average Type with Applications to Non-Monotone Preferences

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A Nonzero Sum Differential Game of BSDE With Time-Delayed Generator and Applications

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FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity

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Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space

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Q4073972

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An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications

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\(\mathbb L^p\) solutions of backward stochastic differential equations with jumps

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Identifiers

DOI

10.1080/07362994.2024.2421509

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Mathematics Subject Classification ID

60H10

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zbMATH DE Number

7972611

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Mathematics(1 entry)

mardi Publication:6668714

<i>L</i> <sup> <i>p</i> </sup> -solutions of backward doubly stochastic differential equations with time delayed generators (Q6668714)

Statements

Identifiers

Sitelinks

Mathematics(1 entry)