Fully coupled drift-less Forward and backward Stochastic Differential Equations in a degenerate case

TL;DR

This paper establishes existence and uniqueness results for fully coupled drift-less forward and backward stochastic differential equations in a degenerate case over large time horizons.

Contribution

It provides new theoretical results for coupled stochastic differential equations without drift terms in degenerate scenarios.

Findings

Proves existence and uniqueness for large time durations.

Addresses degenerate cases in coupled stochastic systems.

Extends previous results to more general conditions.

Abstract

Existence and uniqueness results of fully coupled forward stochastic differential equations without drifts and backward stochastic differential equations in a degenerate case are obtained for an arbitrarily large time duration.