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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Veröffentlicht in:Mathematics (Basel) 2023-02, Vol.11 (4), p.888
Hauptverfasser: Zhang, Pei, Mohamed, Nur Anisah, Ibrahim, Adriana Irawati Nur
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Sprache:eng
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Zusammenfassung: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.
ISSN:2227-7390
2227-7390
DOI:10.3390/math11040888