Reflected and doubly reflected backward stochastic differential equations with time-delayed generators

DOI10.1007/s10959-018-0829-xzbMath1499.60191OpenAlexW2797296522MaRDI QIDQ1721913

Monia Karouf

Publication date: 13 February 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-018-0829-x

zbMATH Keywords

comparison theoremfixed point theorembackward stochastic differential equationPoisson point processMokobodski's hypothesistime-delayed generator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)

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