TY - JOUR
AU - Wen, Jiaqiang
AB - Abstract: In this paper, we focus on the solvability of a class of fractional backward stochastic differential equations (BSDEs, for short) with delayed generator. In this class of equations, the generator includes not only the values of the solutions of the present but also the past. Under Lipschitz condition, the existence and uniqueness of such BSDEs are established. A comparison theorem for this class of BSDEs is also obtained.
TI - Fractional backward stochastic differential equations with delayed generator
JF - Mathematics
DO - 10.48550/arXiv.2211.16826
DA - 2022-11-30
UR - https://www.deepdyve.com/lp/arxiv-cornell-university/fractional-backward-stochastic-differential-equations-with-delayed-VP6Kbd0DG4
VL - 2022
IS - 2211
DP - DeepDyve
ER -