Reflected and doubly reflected backward stochastic differential equations with time-delayed generators
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Publication:1721913
DOI10.1007/s10959-018-0829-xzbMath1499.60191OpenAlexW2797296522MaRDI QIDQ1721913
Publication date: 13 February 2019
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10959-018-0829-x
comparison theoremfixed point theorembackward stochastic differential equationPoisson point processMokobodski's hypothesistime-delayed generator
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Growth, boundedness, comparison of solutions to functional-differential equations (34K12)
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