Establishes necessary and sufficient solvability conditions for linear FBSΔEs and existence/uniqueness theorems for nonlinear FBSΔEs under monotone coefficients on finite-state discrete-time spaces.
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Solvability of finite state forward-backward stochastic difference equations
Establishes necessary and sufficient solvability conditions for linear FBSΔEs and existence/uniqueness theorems for nonlinear FBSΔEs under monotone coefficients on finite-state discrete-time spaces.