paper

Backward stochastic differential equations with time-delayed generators and integrable parameters

arXiv:2110.02073

Abstract

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data.

10 pages. arXiv admin note: text overlap with arXiv:2110.00754

Backward stochastic differential equations with time-delayed generators and integrable parameters · wovepaper