Mean-Field and Anticipated BSDEs with Time-Delayed Generator

Autor:	Pei Zhang, Nur Anisah Mohamed, Adriana Irawati Nur Ibrahim
Jazyk:	angličtina
Rok vydání:	2023
Předmět:	anticipated backward stochastic differential equations mean-field limits time-delayed comparison theorem Mathematics QA1-939
Zdroj:	Mathematics, Vol 11, Iss 4, p 888 (2023)
Druh dokumentu:	article
ISSN:	2227-7390
DOI:	10.3390/math11040888
Popis:	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.
Databáze:	Directory of Open Access Journals
Externí odkaz:	https://doaj.org/article/d8b032fc53474242ab3bd1035524274c Zobrazit plný text záznamu View record in DOAJ Plný text ve formátu PDF Plný text ve formátu HTML
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