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The existence and uniqueness for a new type of backward stochastic differential equation when the generator includes the values of solutions of the past, the present, and the future are… Click to show full abstract
The existence and uniqueness for a new type of backward stochastic differential equation when the generator includes the values of solutions of the past, the present, and the future are obtained in this paper. An important comparison theorem for this sort of BSDEs is also proved.
Keywords:
new class;
differential equation;
stochastic differential;
backward stochastic;
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Journal Title: Mathematical Problems in Engineering
Year Published: 2020
Link to full text (if available)
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Journal Title: Mathematical Problems in Engineering
Year Published: 2020
Link to full text (if available)
Share on Social Media: Sign Up to like & get
recommendations!