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

• 1 September 2000
• journal article
• Published by Elsevier in Nonlinear Analysis
• Vol. 42  (1) , 1-12
• https://doi.org/10.1016/s0362-546x(98)00315-0

Abstract

Keywords

• EXISTENCE AND UNIQUENESS OF SOLUTION
• FORWARD–BACKWARD SDES
• NON-LIPSCHITZ CO-EFFICIENTS
• YOSIDA APPROXIMATIONS