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The method of continuation can only be used in some certain situations of ODEs (1.1).
As we know now, to get the existence and uniqueness results of fully coupled FBSDEs solutions, there are mainly three methods: the method of contraction mappings [10, 11], the four-step scheme [12], and the method of continuation [13, 14].
In the present paper, we use the method of continuation to obtain an existence and uniqueness result for a kind of FBSDEs with Poisson jumps under some monotonicity conditions.
By using the method of continuation, Wu [7] weakens the monotonicity conditions and obtains the existence and uniqueness of the solutions to two-point boundary value problems for ODEs (1.1) and also the corresponding comparison theorem.
On the well-posedness of FBSDEs on arbitrary time duration, Hu and Peng [4] and Peng and Wu [5] introduce the method of continuation by proposing the monotonicity conditions (see [6]).
The other one, named the method of continuation, is probabilistic; it was introduced originally by Hu and Peng [26], and then developed by Peng and Wu [27] and Yong [28, 29].
Similar(53)
Based on the method of analytical continuation combined with the alternation technique, the solutions to the cracked composite are derived.
The method of downward continuation of observed gravity on the topographical surface to the geoid plays a central role in precise geoid determination.
Based on the method of analytical continuation in conjunction with the alternating technique, the solutions to heat conduction and thermoelasticity problems for three dissimilar media are first derived.
Based on the method of analytical continuation in conjunction with the alternating technique, the elastic fields of the three-phase media are derived.
Based on the method of analytical continuation in conjunction with alternating technique, the general expressions for the complex potentials are derived in each medium of a three-phase anisotropic piezoelectric media.
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