Zhang, Pei and Mohamed, Nur Anisah and Ibrahim, Adriana Irawati Nur (2023) Mean-field and anticipated BSDEs with time-delayed generator. Mathematics, 11 (4). ISSN 2227-7390, DOI https://doi.org/10.3390/math11040888.
Full text not available from this repository.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.
| Item Type: | Article |
|---|---|
| Funders: | None |
| Uncontrolled Keywords: | Anticipated backward stochastic differential equations; Mean-field limits; Time-delayed; Comparison theorem |
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Institute of Mathematical Sciences |
| Depositing User: | Ms Zaharah Ramly |
| Date Deposited: | 01 Dec 2023 02:13 |
| Last Modified: | 01 Dec 2023 02:13 |
| URI: | http://eprints.um.edu.my/id/eprint/38757 |
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