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

2 citations · 2 across the 1 of their papers we have counts for

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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…