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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my.um.eprints.387572023-12-01T02:13:29Z http://eprints.um.edu.my/38757/ Mean-field and anticipated BSDEs with time-delayed generator Zhang, Pei Mohamed, Nur Anisah Ibrahim, Adriana Irawati Nur QA Mathematics 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. MDPI 2023-02 Article PeerReviewed 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 <https://doi.org/10.3390/math11040888>. 10.3390/math11040888 |
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QA Mathematics Zhang, Pei Mohamed, Nur Anisah Ibrahim, Adriana Irawati Nur Mean-field and anticipated BSDEs with time-delayed generator |
| description |
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. |
| format |
Article |
| author |
Zhang, Pei Mohamed, Nur Anisah Ibrahim, Adriana Irawati Nur |
| author_facet |
Zhang, Pei Mohamed, Nur Anisah Ibrahim, Adriana Irawati Nur |
| author_sort |
Zhang, Pei |
| title |
Mean-field and anticipated BSDEs with time-delayed generator |
| title_short |
Mean-field and anticipated BSDEs with time-delayed generator |
| title_full |
Mean-field and anticipated BSDEs with time-delayed generator |
| title_fullStr |
Mean-field and anticipated BSDEs with time-delayed generator |
| title_full_unstemmed |
Mean-field and anticipated BSDEs with time-delayed generator |
| title_sort |
mean-field and anticipated bsdes with time-delayed generator |
| publisher |
MDPI |
| publishDate |
2023 |
| url |
http://eprints.um.edu.my/38757/ |
| _version_ |
1784511848667676672 |
| score |
13.250246 |