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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| Main Authors: | , , |
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| Format: | Article |
| Published: |
MDPI
2023
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/38757/ |
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