Abstract
In this note, we derive an existence and uniqueness results for delayed backward stochastic differential equation with only integrable data
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- Extended two-tailed Lindley distribution: An updated model based on the Lindley distribution
- On mixtures of bivariate generalized hypergeometric factorial moment distributions
- Stochastic Sumudu transform and its applications for solving stochastic differential equations
- On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
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- Backward stochastic differential equations with time-delayed generators and integrable parameters
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Articles in the same Issue
- Frontmatter
- On nonlocal PDEs with small equipollent parameters
- Extended two-tailed Lindley distribution: An updated model based on the Lindley distribution
- On mixtures of bivariate generalized hypergeometric factorial moment distributions
- Stochastic Sumudu transform and its applications for solving stochastic differential equations
- On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
- The global elliptic law, sand clock density and V-law. 40 years of the G-elliptic law
- Backward stochastic differential equations with time-delayed generators and integrable parameters
- Euler–Maruyama schemes for Caputo stochastic fractional delay differential equations