General Fully Coupled Forward Backward Stochastic Differential Equations with delayed generator.

2021 
This paper is devoted to study different type of BSDE with delayed generator. We first establish an existence and uniqueness result under delayed Lipschitz condition for non homogenous backward stochastic differential equation with delayed generator. Next, existence and uniqueness result for general fully coupled forward backward stochastic differential equation with delayed coefficients has been derived.
    • Correction
    • Source
    • Cite
    • Save
    • Machine Reading By IdeaReader
    14
    References
    0
    Citations
    NaN
    KQI
    []