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Forward–backward stochastic differential equations with delay generators
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2022-12-30 , DOI: 10.1142/s0219493723500120 Auguste Aman 1 , Harouna Coulibaly 2 , Jasmina Đorđević 3, 4
中文翻译:
具有延迟发生器的正向-反向随机微分方程
更新日期:2022-12-30
Stochastics and Dynamics ( IF 1.1 ) Pub Date : 2022-12-30 , DOI: 10.1142/s0219493723500120 Auguste Aman 1 , Harouna Coulibaly 2 , Jasmina Đorđević 3, 4
Affiliation
In this paper, we prove a result of existence and uniqueness of solutions to coupled forward–backward stochastic differential equations with delayed generators under a Lipschitz condition.
中文翻译:
具有延迟发生器的正向-反向随机微分方程
在本文中,我们证明了在 Lipschitz 条件下具有延迟生成器的耦合前向-反向随机微分方程解的存在性和唯一性的结果。