{ "id": "2112.12257", "version": "v3", "published": "2021-12-22T22:51:12.000Z", "updated": "2022-10-19T22:49:16.000Z", "title": "Fully coupled drift-less Forward and backward Stochastic Differential Equations in a degenerate case", "authors": [ "Takahiro Tsuchiya" ], "comment": "modified the proof of theorem 4.1", "categories": [ "math.PR" ], "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.", "revisions": [ { "version": "v3", "updated": "2022-10-19T22:49:16.000Z" } ], "analyses": { "keywords": [ "backward stochastic differential equations", "fully coupled drift-less forward", "degenerate case", "coupled forward stochastic differential equations" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }