Mean-Field and Anticipated BSDEs with Time-Delayed Generator-Reference-Cited by-同舟云学术

Mean-Field and Anticipated BSDEs with Time-Delayed Generator

Published:2023-02-09 Issue:4 Volume:11 Page:888
ISSN:2227-7390
Container-title:Mathematics
language:en
Short-container-title:Mathematics

Author:

Zhang Pei¹²^ORCID,Mohamed Nur Anisah¹^ORCID,Ibrahim Adriana Irawati Nur¹^ORCID

Affiliation:

1. Institute of Mathematical Sciences, Faculty of Science, Universiti Malaya, Kuala Lumpur 50603, Malaysia

2. School of Mathematics and Statistics, Suzhou University, Suzhou 234000, China

Abstract

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.

Funder

Anhui University

Universiti Malaya

Publisher

MDPI AG

Subject

General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)

Link

https://www.mdpi.com/2227-7390/11/4/888/pdf

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