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math.PR2025
Coupling of forward-backward stochastic differential equations on the Wiener space, and application on regularity
Xilin Zhou
S. Geiss and J. Ylinen proposed the coupling method \cite{Geiss:Ylinen:21} to investigate the regularity for the solution to the backward stochastic differential equations with ran…
math.PR2025
Regularity of stochastic differential equations on the Wiener space by coupling
Stefan Geiss, Xilin Zhou
Using the coupling method introduced in \cite{Geiss:Ylinen:21}, we investigate regularity properties of stochastic differential equations, where we consider the Lipschitz case in $…