Lp-SOLUTIONS FOR REFLECTED BSDES WITH TIME DELAYED GENERATORS
From MaRDI portal
Publication:2812475
DOI10.4134/BKMS.b150311zbMath1341.60059MaRDI QIDQ2812475
Publication date: 16 June 2016
Published in: Bulletin of the Korean Mathematical Society (Search for Journal in Brave)
Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=467767
fixed point theorem; reflected backward stochastic differential equations; time delayed generators; \(L^p\)-solutions
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)