2 papers
math.PR2023
Anticipated BSDEs driven by fractional Brownian motion with time-delayed generator
Pei Zhang, Nur Anisah Mohamed, Adriana Irawati Nur Ibrahim
This paper discusses a new type of anticipated backward stochastic differential equation with a time-delayed generator (DABSDEs, for short) driven by fractional Brownian motion, al…
math.PR2022
Backward Stochastic Differential Equations (BSDEs) Using Infinite-dimensional Martingales with Subdifferential Operator
Pei Zhang, Adriana Irawati Nur Ibrahim, Nur Anisah Mohamed
In this paper, we focus on a family of backward stochastic differential equations (BSDEs) with sub-differential operators that are driven by infinite-dimensional martingales which…