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Solvability of one kind of forward-backward stochastic difference equations
- Publication Year :
- 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.<br />Comment: 19 pages. arXiv admin note: text overlap with arXiv:1812.11283
- Subjects :
- Mathematics - Probability
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1901.02143
- Document Type :
- Working Paper