Mean-field delayed BSDEs in finite and infinite horizon
Optimization and Control
2015-09-30 v1
Abstract
We establish sufficient conditions for the existence and uniqueness of different types of delayed BSDEs in finite time horizon. We consider then infinite horizon, replacing the terminal value condition in the finite horizon case with a condition of strong decay at infinity.
Keywords
Cite
@article{arxiv.1509.08777,
title = {Mean-field delayed BSDEs in finite and infinite horizon},
author = {Nacira Agram and Elin Engen Røse},
journal= {arXiv preprint arXiv:1509.08777},
year = {2015}
}
Comments
10 pages