Anticipated mean-field backward stochastic differential equations with jumpsā
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DOI: 10.1007/s10986-020-09484-8
Abstract: In this paper we prove the existence and uniqueness theorem, comparison theorem of a class of anticipated mean-field backward stochastic differential equations with jumps. read more here.
Keywords: mean field; stochastic differential; field backward; backward stochastic ... See more keywords
Generalized mean-field backward stochastic differential equations and related partial differential equations
Sign Up to like & getrecommendations! Published in 2020 at "Applicable Analysis"
DOI: 10.1080/00036811.2020.1716970
Abstract: In this paper, we derive the existence and uniqueness of the solution for a new class of mean-field backward stochastic differential equations, which involves the integral with respect to a continu... read more here.
Keywords: mean field; stochastic differential; field backward; backward stochastic ... See more keywords