Solvability of Forward-Backward Stochastic Partial Differential Equations with Non-Lipschitz Coefficients

  • Hong Yin Department of Mathematics, State University of New York, Brockport, NY 14420, United States
Keywords: Forward-backward stochastic partial differential equations, Yosida Approximation

Abstract

In this paper we study the solvability of a class of fully-coupled forward-backward stochastic partial differential equations (FBSPDEs). Lipschitz conditions are usually required for the well-posedness of such FBSPDEs. We showed that the Lipschitz conditions can actually be removed by the Yosida Approximation Scheme.

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Published
2021-04-29
How to Cite
Yin, H. (2021). Solvability of Forward-Backward Stochastic Partial Differential Equations with Non-Lipschitz Coefficients. Journal of Progressive Research in Mathematics, 18(1), 87-98. Retrieved from http://scitecresearch.com/journals/index.php/jprm/article/view/2040
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