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Solvability of one kind of forward-backward stochastic difference equations.

Authors :
Ji, Shaolin
Liu, Haodong
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