Forward–backward stochastic differential equations with delay generators
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Publication:6038468
DOI10.1142/s0219493723500120zbMath1523.60095OpenAlexW4308731562WikidataQ115245721 ScholiaQ115245721MaRDI QIDQ6038468
Auguste Aman, Harouna Coulibaly, Jasmina Djordjević
Publication date: 2 May 2023
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219493723500120
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Large deviations (60F10)
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