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: Backward stochastic differential equations with continuous coefficient / rank | |||
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| Property / cites work: Backward-forward stochastic differential equations / rank | |||
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| Property / cites work: Solution of forward-backward stochastic differential equations / 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
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients |
scientific article |
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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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