Back to Search
Start Over
Mean-Field Delayed BSDEs with Jumps
- 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