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arXiv · 2110.02073

Backward stochastic differential equations with time-delayed generators and integrable parameters

Auguste Aman·Yong Ren
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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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Auguste Aman, Yong Ren. 2021-10-02. Backward stochastic differential equations with time-delayed generators and integrable parameters. https://arxiv.org/abs/2110.02073

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