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Antonelli, Fabio 1 Hamadène, SaI¨d 1
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Existence of the solutions of backward-forward SDE's with continuous monotone coefficients
Antonelli, Fabio; Hamadène, SaI¨d - In: Statistics & Probability Letters 76 (2006) 14, pp. 1559-1569
We seek an alternative approach to produce the solution of a certain class of BFSDE's without employing the classical time restriction. In the literature there are various results about this problem, none of them implying the other. The previous methods always assume to have globally Lipschitz...
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