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...

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Bibliographic Details
Main Authors: Zhang, Pei, Mohamed, Nur Anisah, Ibrahim, Adriana Irawati Nur
Format: Article
Published: MDPI 2023
Subjects:
Online Access:http://eprints.um.edu.my/38757/
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