A Study on a New Class of Backward Stochastic Differential Equation

Ping He, Yong Ren and Defei Zhang

Mathematical Problems in Engineering, 2020, vol. 2020, 1-9

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.

Date: 2020
References: Add references at CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2020/1518723.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2020/1518723.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:1518723

DOI: 10.1155/2020/1518723

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().