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Solvability of one kind of forward-backward stochastic difference equations.
- Source :
-
Communications in Statistics: Theory & Methods . 2024, Vol. 53 Issue 16, p5853-5870. 18p. - Publication Year :
- 2024
-
Abstract
- In this article, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBSΔEs). On one hand, we provide the necessary and sufficient condition for the solvability of the linear FBSΔEs. On the other hand, under the assumption that the coefficients satisfy the monotonicity condition, we investigate the existence and uniqueness theorems for the general non linear FBSΔEs. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 53
- Issue :
- 16
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 178089451
- Full Text :
- https://doi.org/10.1080/03610926.2023.2235444