L^p-solutions for reflected BSDEs with time delayed generators

DOI10.4134/BKMS.B150311zbMATH Open1341.60059OpenAlexW2439638194MaRDI QIDQ2812475FDOQ2812475

Authors: Qing Zhou 

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

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zbMATH Keywords

fixed point theoremreflected backward stochastic differential equationstime delayed generators\(L^p\)-solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited In (7)

• Reflected backward stochastic differential equations with time delayed generators
• FBDEs with time delayed generators: \(L^{p}\)-solutions, differentiability, representation formulas and path regularity
• A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance
• Backward stochastic differential equations with time delayed generators -- results and counterexamples
• Reflected backward doubly stochastic differential equations with time delayed generators
• Reflected BSDE's with discontinuous barrier and time delayed generators
• BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences

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