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20072024
most citedFreidlin-Wentzell LDP in path space for McKean-Vlasov equations and the Functional Iterated Logarithm Law

77 citations · 329 across the 29 of their papers we have counts for

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Showing 2010 · math.PRShow all

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math.PR2010★ 2 cited

FBSDE with time delayed generators: Lp-solutions, differentiability, representation formulas and path regularity

Gonçalo dos Reis, Anthony Réveillac, Jianing Zhang

We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic differential equations with time delayed generators (delay BSDE). We give moment and a priori est…