2 papers
math.PR2017
Reflected backward doubly stochastic differential equations with time delayed generators
Badreddine Mansouri, Imen Salhi, Lazhar Tamer
We consider a class of reflected backward doubly stochastic differential equations with time delayed generator (in short RBDSDE with time delayed generator), in this case generator…
math.PR2009
Existence of an Optimal Control for Stochastic Systems with Nonlinear Cost Functional
Rainer Buckdahn, Boubakeur Labed, Catherine Rainer +1
We consider a stochastic control problem which is composed of a controlled stochastic differential equation, and whose associated cost functional is defined through a controlled ba…