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On uniqueness and continuous dependence of solutions in

✍ Scribed by Cătălin Galeş; Ionel-Dumitrel Ghiba


Publisher
Springer Netherlands
Year
2010
Tongue
English
Weight
324 KB
Volume
45
Category
Article
ISSN
0025-6455

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The equivalence between uniqueness and c
✍ Feng Zhang 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 498 KB

In this paper we study one kind of coupled forward-backward stochastic differential equation. With some particular choice for the coefficients, if one of them satisfies a uniform growth condition and they are accordingly monotone, then we obtain the equivalence between the uniqueness of solution and