On the solvability of forward-backward stochastic differential equations with absorption coefficients

The solvability of forward-backward stochastic differential equations with absorption coefficients is studied by the successive approximation method. The existence and uniqueness of an adapted solution are established for the equations which allow the diffusion in the forward stochastic differential...

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Bibliographic Details

Main Authors:	S. Ji, Huaizhong Zhao
Format:	Default Preprint
Published:	2007
Subjects:	Other mathematical sciences not elsewhere classified Forward-backward stochastic differential equations Absorption condition Viscosity solutions Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/2715
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