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arXiv · 2112.12257

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

Takahiro Tsuchiya
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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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Takahiro Tsuchiya. 2021-12-22. Fully coupled drift-less Forward and backward Stochastic Differential Equations in a degenerate case. https://arxiv.org/abs/2112.12257

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