Backward stochastic differential equations with non-Lipschitz time delayed generators

DOI10.1002/asjc.2192MaRDI QIDQ6570429

Harouna Coulibaly, Auguste Aman

Publication date: 10 July 2024

Published in: Asian Journal of Control (Search for Journal in Brave)

zbMATH Keywords

backward stochastic differential equationstime delayed generatorsnon Lipschitz condition

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Systems theory; control (93-XX)

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