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arxiv: 1801.03364 · v1 · pith:3EVNB7PJnew · submitted 2018-01-10 · 🧮 math.OC

Mean-Field Delayed BSDEs with Jumps

classification 🧮 math.OC
keywords constantdelaydelayeddeltageneratormean-fieldtimebackward
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We establish sufficient conditions for the existence and uniqueness of mean-field backward stochastic differential equations with time delayed generator in the sense that at t, the generator may depend on previous values up to a delay constant {\delta} not on the hole past as in Delong and Imkeller [10], [13]. For sufficiently small delay constant {\delta} and for any finite time horizon, we get a unique solution.

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