Related papers: BSE's, BSDE's and fixed point problems
This paper extends the results of Ma, Wu, Zhang, Zhang [11] to the context of path-dependent multidimensional forward-backward stochastic differential equations (FBSDE). By path-dependent we mean that the coefficients of the…
In this paper we consider backward stochastic differential equations with time-delayed generators of a moving average type. The classical framework with linear generators depending on $(Y(t),Z(t))$ is extended and we investigate linear…
Recently $S_{b}$-metric spaces have been introduced as the generalizations of metric and $S$-metric spaces. In this paper we investigate some basic properties of this new space. We generalize the classical Banach's contraction principle…
We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z, with a bounded terminal condition and a lower obstacle…
In this paper, we investigate a class of nonlinear backward stochastic differential equations (BSDEs) arising from financial economics, and give specific information about the nodal sets of the related solutions. As applications, we are…
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an…
In this paper, we study the existence of fixed points for mappings defined on complete (compact) metric space (X, d) satisfying a general contractive (contraction) inequality depended on another function. These conditions are analogous to…
In this paper we study different algorithms for reflected backward stochastic differential equations (BSDE in short) with two continuous barriers basing on random work framework. We introduce different numerical algorithms by penalization…
There is a need for covariant solutions of bound state equations in order to construct realistic QCD based models of mesons and baryons. Furthermore, we ideally need to know the structure of these bound states in all kinematical regimes,…
We consider a backward stochastic differential equation with a generator that can be subjected to delay, in the sense that its current value depends on the weighted past values of the solutions, for instance a distorted recent average.…
Alternative iterative methods for a nonexpansive mapping in a Banach space are proposed and proved to be convergent to a common solution to a fixed point problem and a variational inequality. We give rates of asymptotic regularity for such…
This paper is devoted to the study of the differentiability of solutions to real-valued backward stochastic differential equations (BSDEs for short) with quadratic generators driven by a cylindrical Wiener process. The main novelty of this…
In this study we provide several significant generalisations of Banach contraction principle where the Lipschitz constant is substituted by real-valued control function that is a comparison function. We study non-stationary variants of…
In this work, a new concept of nonself total asymptotically nonexpansive mapping is introduced and an iterative process is considered for two nonself totally asymptotically nonexpansive mappings. Weak and strong convergence theorems for…
In this paper, we establish representation theorems for generators of backward stochastic differential equations (BSDEs in short), whose generators are monotonic and convex growth in $y$ and quadratic growth in $z$. We also obtain a…
In this paper, we study backward stochastic differential equations driven by a G-Brownian motion. The solution of such new type of BSDE is a triple (Y,Z,K) where K is a decreasing G-martingale. Under a Lipschitz condition for generator f…
In this paper, we prove some random fixed point theorems for Hardy-Rogers self-random operators in separable Banach spaces and, as some applications, we show the existence of a solution for random nonlinear integral equations in Banach…
The purpose of this paper is to investigate general mean-field backward stochastic differential equations (MFBSDEs) in multi-dimension with diagonally quadratic generators $f(\omega,t,y,z,\mu)$, that is, the coefficients depend not only on…
We study multidimensional generalized backward stochastic differential equations (GBSDEs) within a general filtration that supports a Brownian motion under weak assumptions on the associated data. We establish the existence and uniqueness…
We consider the minimal super-solution of a backward stochastic differential equation with constraint on the gains-process. The terminal condition is given by a function of the terminal value of a forward stochastic differential equation.…