The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients
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Publication:2654205
DOI10.1016/j.cam.2009.09.032zbMath1181.60093OpenAlexW2102130602MaRDI QIDQ2654205
Publication date: 15 January 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.09.032
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Adapted solution of a backward stochastic differential equation
- Backward-forward stochastic differential equations
- Backward stochastic differential equations with continuous coefficient
- Solution of forward-backward stochastic differential equations
- Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
- Backward Stochastic Differential Equations in Finance