Title of article :
The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients
Author/Authors :
Zhang، نويسنده , , Feng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Abstract :
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 its continuous dependence on x and ξ , where x is the initial value of the forward component and ξ is the terminal value of the backward component.
Keywords :
Forward–backward stochastic differential equations , Continuous dependence , Uniqueness
Journal title :
Journal of Computational and Applied Mathematics
Journal title :
Journal of Computational and Applied Mathematics