2 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2021
General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator
Auguste Aman, Harouna Coulibaly, Jasmina Djordjevic
This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homoge…
math.PR2021★ 2 cited
Backward stochastic Volterra integral equations with time delayed generators
Harouna Coulibaly, Auguste Aman
In this paper, we study backward stochastic Volterra integral equations of type-I with time delayed generators. Under some condition (small time horizon or a Lipschitz constant), w…
math.PR2021
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators
Yong Ren, Harouna Coulibaly, Auguste Aman
This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process is expressed by an integral who…