English

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

R2 v1 2026-06-22T23:41:35.374Z