论文标题
延迟发电机的分数向后随机微分方程
Fractional backward stochastic differential equations with delayed generator
论文作者
论文摘要
在本文中，我们专注于具有延迟发电机的一类分数向后随机微分方程（BSDES）的可溶性。在这类方程式中，生成器不仅包括当前解决方案的值，还包括过去的值。在Lipschitz条件下，建立了此类BSDE的存在和独特性。还获得了此类BSDE的比较定理。
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.
