On the solution of forward-backward SDEs with monotone and continuous coefficients

Nonlinear Analysis, Theory, Methods and Applications

Volumn 42, Issue 1, 2000, Pages 1-12

  Hu, Ying ^a  

^a UNIVERSITÉ DE RENNES 1   (France)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; BOUNDARY VALUE PROBLEMS; CONVERGENCE OF NUMERICAL METHODS; FUNCTION EVALUATION; MARKOV PROCESSES; THEOREM PROVING;

FORWARD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS; NON LIPSCHITZ COEFFICIENTS; UNIQUENESS AND EXISTENCE OF SOLUTION; YOSIDA APPROXIMATION;

INTEGRODIFFERENTIAL EQUATIONS;

EID: 0034274965     PISSN: 0362546X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0362-546X(98)00315-0     Document Type: Article

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