Asymptotic behavior for delayed backward stochastic differential equations-Reference-Cited by-同舟云学术

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Asymptotic behavior for delayed backward stochastic differential equations

Published:2023-08-07 Issue: Volume: Page:1-16
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Manga Clément¹,Aman Auguste²,Tuo Navègué³

Affiliation:

1. UFR Sciences et Technologie, Université Assane Seck, Ziguinchor, Sénégal

2. UFR Mathématiques et Informatique, Université Félix H. Boigny, Abidjan, Côte d’Ivoire

3. UFR Sciences Economiques et Gestions, Université Alassane Ouattara, Bouaké, Côte d’Ivoire

Funder

Emerging Regional Center

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2023.2242011

Reference23 articles.

1. Cramèr, H. 1938. Sur un nouveau théorème limite de la théorie des probabilités. In Colloque consacré à la théorie des probabilités, vol. 736, 2–23. Paris, Hermann.

2. Asymptotic properties of coupled forward–backward stochastic differential equations

3. Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance

4. Backward stochastic differential equations with time delayed generators—results and counterexamples

5. On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures

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