Takahiro Tsuchiya
Published 2021-12-22, updated 2022-10-19Version 3
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.
Comments: modified the proof of theorem 4.1
Backward stochastic differential equations with stopping time as time horizon
Multilevel approximation of backward stochastic differential equations
Forward and Backward Stochastic Differential Equations with normal constraint in law
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