The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (Q2654205): Difference between revisions

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Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
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Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
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Property / cites work: Existence of the solutions of backward-forward SDE's with continuous monotone coefficients / rank
 
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Latest revision as of 08:46, 2 July 2024

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The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients
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    The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients (English)
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    15 January 2010
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    forward-backward stochastic differential equations
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    uniqueness
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    continuous dependence
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