The equivalence between uniqueness and continuous dependence of solutions for FBSDEs with continuous monotone coefficients |
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Authors: | Feng Zhang |
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Institution: | School of Mathematics, Shandong University, Jinan 250100, China |
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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. |
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Keywords: | 60H10 60H30 |
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