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math.PR2019★ 1 cited
Solvability of finite state forward-backward stochastic difference equations
Shaolin Ji, Haodong Liu
In this paper, we consider the solvability problems for the fully coupled forward-backward stochastic difference equations (FBSΔEs) on spaces related to discrete time, finite state…
math.PR2019
Solvability of one kind of forward-backward stochastic difference equations
Shaolin Ji, Haodong Liu
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBSΔEs). With the help of the necessary and sufficie…
math.PR2015
Fully Coupled Forward-backward Stochastic Differential Equations on Markov Chains
Shaolin Ji, Haodong Liu, Xinling Xiao
We define fully coupled forward-backward stochastic differential equations on spaces related to continuous time, finite state Markov Chains. Existence and uniqueness results of the…