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Backward stochastic differential equations with time-delayed generators and integrable parameters

  • Auguste Aman ORCID logo EMAIL logo and Yong Ren
Published/Copyright: March 29, 2025

Abstract

In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data

MSC 2020: 60H15; 60H20; 60H30

Communicated by Vyacheslav L. Girko


References

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Received: 2024-03-18
Accepted: 2025-01-07
Published Online: 2025-03-29
Published in Print: 2025-06-01

© 2025 Walter de Gruyter GmbH, Berlin/Boston

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