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Mean-Field Delayed BSDEs with Jumps

Authors :
Agram, Nacira
Publication Year :
2018

Abstract

We establish sufficient conditions for the existence and uniqueness of mean-field backward stochastic differential equations with time delayed generator in the sense that at t, the generator may depend on previous values up to a delay constant {\delta} not on the hole past as in Delong and Imkeller [10], [13]. For sufficiently small delay constant {\delta} and for any finite time horizon, we get a unique solution.<br />Comment: 12 pages

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.doi.dedup.....127e5a2934cf1cfe8f0e5db6b47212fb