Mean-field and anticipated BSDEs with time-delayed generator
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 cons...
Saved in:
Main Authors: | , , |
---|---|
Format: | Article |
Published: |
MDPI
2023
|
Subjects: | |
Online Access: | http://eprints.um.edu.my/38757/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|