On the solution of forward-backward SDEs with monotone and continuous coefficients
type: Item
instance of: scholarly article
title: On the solution of forward-backward SDEs with monotone and continuous coefficients
zbMATH Open document ID: 0970.34056
DOI: 10.1016/S0362-546X(98)00315-0
author: Ying Hu
published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods
publication date: 2001-10-13T00:00:00Z
review text: The author proves existence and uniqueness for a class of forward-backward stochastic differential equations with coefficients which are not necessarily Lipschitz continuous but only continuous and which satisfy a linear growth condition and a monotonicity condition. The proof of existence uses the Yosida approximation technique.
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34C11
Mathematics Subject Classification ID: 65L06
zbMATH DE Number: 1491634
zbMATH Keywords: forward-backward SDE
zbMATH Keywords: Yosida approximation
reviewed by: Michael Scheutzow
MaRDI profile type: Publication
full work available at URL: s0362-546x(98)00315-0
OpenAlex ID: W2087949484
Wikidata QID: Q126340774
description: scientific article; zbMATH DE number 1491634