... 60H15 60G22 Neutral differential equations play a significant role in various scientific fields, including the study of oscillatory systems and the modeling of numerous physical phenomena. These equations have been extensively researched over recent decades, with significant contributions made...

..., an L²-convergence rate is established. Backward stochastic differential equation with jumps Gelfand triple Yosida approximation 60H15 35R60 93E20 Backward stochastic differential equation (BSDE) was performed first by Pardoux and Peng [ 1 ] who proved the existence and uniqueness...