Solvability of one kind of forward-backward stochastic difference equations

arXiv1901.02143MaRDI QIDQ6312136FDOQ6312136

Publication date: 7 January 2019

Abstract: In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear FBS{Delta}Es, under the monotone assumption, we obtain the existence and uniqueness theorem for the general nonlinear ones.

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