Time-delayed generalized BSDEs

DOI10.1016/j.spa.2023.104277arXiv2012.00798OpenAlexW4389815453MaRDI QIDQ6123263

Matteo Garbelli, Adrian Zalinescu, Luca Di Persio, Lucian Maticiuc

Publication date: 4 March 2024

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.00798

zbMATH Keywords

Stieltjes integralparameter dependencegeneralized backward stochastic differential equationstime-delayed generators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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