Forward–backward stochastic differential equations with delay generators

DOI10.1142/s0219493723500120zbMath1523.60095MaRDI QIDQ6038468

Auguste Aman, Jasmina Djordjević, Harouna Coulibaly

Publication date: 2 May 2023

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

forward-backward stochastic differential equations; delayed generators

Mathematics Subject Classification ID

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

60H30: Applications of stochastic analysis (to PDEs, etc.)

60F10: Large deviations