Mean-Field Delayed BSDEs with Jumps
Optimization and Control
2018-01-11 v1
Abstract
We establish sufficient conditions for the existence and uniqueness of mean-field backward stochastic differential equations with time delayed generator in the sense that at t, the generator may depend on previous values up to a delay constant {\delta} not on the hole past as in Delong and Imkeller [10], [13]. For sufficiently small delay constant {\delta} and for any finite time horizon, we get a unique solution.
Keywords
Cite
@article{arxiv.1801.03364,
title = {Mean-Field Delayed BSDEs with Jumps},
author = {Nacira Agram},
journal= {arXiv preprint arXiv:1801.03364},
year = {2018}
}
Comments
12 pages