Solutions for functional fully coupled forward-backward stochastic differential equations

DOI10.1016/j.spl.2015.01.009zbMath1315.60068arXiv1309.7203OpenAlexW2002512378MaRDI QIDQ2344869

Shaolin Ji, Shuzhen Yang

Publication date: 18 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.7203

zbMATH Keywords

continuation methodforward-backward stochastic differential equationsmonotonicity conditionsLipschitz conditions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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