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Mean-Field and Anticipated BSDEs with Time-Delayed Generator.

Authors :
Zhang, Pei
Mohamed, Nur Anisah
Ibrahim, Adriana Irawati Nur
Source :
Mathematics (2227-7390). Feb2023, Vol. 11 Issue 4, p888. 13p.
Publication Year :
2023

Abstract

In this paper, we discuss a new type of mean-field anticipated backward stochastic differential equation with a time-delayed generator (MF-DABSDEs) which extends the results of the anticipated backward stochastic differential equation to the case of mean-field limits, and in which the generator considers not only the present and future times but also the past time. By using the fixed point theorem, we shall demonstrate the existence and uniqueness of the solutions to these equations. Finally, we shall establish a comparison theorem for the solutions. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
22277390
Volume :
11
Issue :
4
Database :
Academic Search Index
Journal :
Mathematics (2227-7390)
Publication Type :
Academic Journal
Accession number :
162136668
Full Text :
https://doi.org/10.3390/math11040888