Fully coupled forward-backward stochastic differential equations on Markov chains

DOI10.1186/s13662-016-0859-6zbMath1419.60044arXiv1504.07368OpenAlexW2594344391WikidataQ59467626 ScholiaQ59467626MaRDI QIDQ1725510

Haodong Liu, Shaolin Ji, Xinling Xiao

Publication date: 14 February 2019

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1504.07368

zbMATH Keywords

Markov chainforward-backward stochastic differential equationsmonotone assumption

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (2)

Existence of positive solutions for a system of nonlinear Caputo type fractional differential equations with two parameters ⋮ Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem

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