On solutions of forward-backward stochastic differential equations with Poisson jumps

In this paper, we use a purely probabilistic approach to study forward-backward differential equations with Poisson jumps with stopping time as termination. Under some weak monotonicity conditions and Lipschitz conditions, the existence and uniqueness results of solutions are obtained, it may be served as the generalized results contrast to FBDE with Brownian motion. We also derive the convergence theorem of the solutions.