Fully coupled drift-less Forward and backward Stochastic Differential Equations in a degenerate case

2021/12/22 by Tsuchiya, Takahiro
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2112.12257

Abstract

Existence and uniqueness results of fully coupled forward stochastic differential equations without drifts and backward stochastic differential equations in a degenerate case are obtained for an arbitrarily large time duration.

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