Mean-Field and Anticipated BSDEs with Time-Delayed Generator

نویسندگان

چکیده

In this paper, we discuss a new type of mean-field anticipated backward stochastic differential equation with time-delayed generator (MF-DABSDEs) which extends the results to case limits, and in considers not only present future times but also past time. By using fixed point theorem, shall demonstrate existence uniqueness solutions these equations. Finally, establish comparison theorem for solutions.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Reflected BSDEs with monotone generator∗

We give necessary and sufficient condition for existence and uniqueness of L-solutions of reflected BSDEs with continuous barrier, generator monotone with respect to y and Lipschitz continuous with respect to z, and with data in L, p ≥ 1. We also prove that the solutions may be approximated by the penalization method.

متن کامل

Anticipated synchronization in coupled inertial ratchets with time-delayed feedback: a numerical study.

We investigate anticipated synchronization between two periodically driven deterministic, dissipative inertial ratchets that are able to exhibit directed transport with a finite velocity. The two ratchets interact through a unidirectional delay coupling, one is acting as a master system while the other one represents the slave system. Each of the two dissipative deterministic ratchets is driven...

متن کامل

Mean Field Modeling of the FitzHugh-Nagumo Neuronal Network Model with Kernel Functions and Time-Delayed Couplings

In this paper, the nonlinear neural network FitzHugh–Nagumo model with an expansion by the excited neuronal kernel function has been investigated. The mean field approximation of neuronal potentials and recovery currents inside neuron ensembles was used. The biologically more realistic nonlinear sodium ionic current–voltage characteristic and kernel functions were applied. A possibility to pres...

متن کامل

Mean Field Stackelberg Games: Aggregation of Delayed Instructions

In this paper, we consider an N-player interacting strategic game in the presence of a (endogenous) dominating player, who gives direct influence on individual agents, through its impact on their control in the sense of Stackelberg game, and then on the whole community. Each individual agent is subject to a delay effect on collecting information, specifically at a delay time, from the dominatin...

متن کامل

L2-time regularity of BSDEs with irregular terminal functions

We study the L2-time regularity of the Z-component of a Markovian BSDE, whose terminal condition is a function g of a forward SDE (Xt)0≤t≤T . When g is Lipschitz continuous, Zhang [1] proved that the related squared L2-time regularity is of order one with respect to the size of the time mesh. We extend this type of result to any function g, including irregular functions such as indicator functi...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics

سال: 2023

ISSN: ['2227-7390']

DOI: https://doi.org/10.3390/math11040888