| Existence of Solutions for Forward-Backward Stochastic Differential Equations with Jumps and Non-Lipschitzian Coefficients |
| Received:October 08, 2002 |
| Key Words:
Forward-backward stochastic differential equations Unbounded stopping time Non-Lipschitzian coefficients Priori estimate.
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| Fund Project:Supported by China Postdoctoral Science Foundation (2003034315) and China National Statistics Science Foundation (LX01-113). |
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| Abstract: |
| This paper studies for ward-back ward differential equations with Poisson jumps and with stopping time as termination. Under some weak monotonicity conditions and for non-Lipschitzian coefficients, the existence and uniqueness of solutions are proved via a purely probabilistic approach, while a priori estimate is given. Here, we allow the forward equation to be degenerate. |
| Citation: |
| DOI:10.3770/j.issn:1000-341X.2004.04.002 |
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