Solvability of one kind of forward-backward stochastic difference equations
Abstract
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBSEs). With the help of the necessary and sufficient condition for the solvability of the linear FBSEs, under the monotone assumption, we obtain the existence and uniqueness theorem for the general nonlinear ones.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.