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
Time change is a powerful technique for generating noises and providing flexible models. In the fram...
We investigate solutions of backward stochastic differential equations (BSDEs) with time delayed gen...
AbstractWe investigate solutions of backward stochastic differential equations (BSDEs) with time del...
In this paper, we discuss a new type of mean-field anticipated backward stochastic differential equa...
We extend the work of Delong and Imkeller (2010) [6] and [7] concerning backward stochastic differen...
AbstractWe extend the work of Delong and Imkeller (2010) [6,7] concerning backward stochastic differ...
The existence and uniqueness for a new type of backward stochastic differential equation when the ge...
We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic dif-ferential equ...
In 2013, Lu and Ren considered anticipated backward stochastic differential equations driven by fini...
AbstractThe converse comparison theorem has received much attention in the theory of backward stocha...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
The work presented in this paper focuses on a type of differential equations called anticipated back...
ABSTRACT. The purpose of this note is to provide an existence result for the solution of fully coupl...
We extend some works of Delong and Imkeller concerning Backward stochastic differential equations wi...
Time change is a powerful technique for generating noises and providing flexible models. In the fram...
We investigate solutions of backward stochastic differential equations (BSDEs) with time delayed gen...
AbstractWe investigate solutions of backward stochastic differential equations (BSDEs) with time del...
In this paper, we discuss a new type of mean-field anticipated backward stochastic differential equa...
We extend the work of Delong and Imkeller (2010) [6] and [7] concerning backward stochastic differen...
AbstractWe extend the work of Delong and Imkeller (2010) [6,7] concerning backward stochastic differ...
The existence and uniqueness for a new type of backward stochastic differential equation when the ge...
We extend the work of Delong and Imkeller (2010a,b) concerning Backward stochastic dif-ferential equ...
In 2013, Lu and Ren considered anticipated backward stochastic differential equations driven by fini...
AbstractThe converse comparison theorem has received much attention in the theory of backward stocha...
AbstractIn [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential eq...
In this paper, we explore a new class of stochastic differential equations called anticipated genera...
The work presented in this paper focuses on a type of differential equations called anticipated back...
ABSTRACT. The purpose of this note is to provide an existence result for the solution of fully coupl...
We extend some works of Delong and Imkeller concerning Backward stochastic differential equations wi...
Time change is a powerful technique for generating noises and providing flexible models. In the fram...
We investigate solutions of backward stochastic differential equations (BSDEs) with time delayed gen...
AbstractWe investigate solutions of backward stochastic differential equations (BSDEs) with time del...