Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS

卷:432

Article

Fan, ShengJun

关键词: Backward stochastic differential equation;    L-p solution;    Weak monotonicity condition;    Comparison theorem;    Stability theorem;   

DOI  :  10.1016/j.jmaa.2015.06.049

来源: Elsevier

【 摘 要 】

In this paper, we first establish the existence and uniqueness of L-p (p > 1) solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monotonicity condition together with a general growth condition in y for the generator g. Then, we overview several conditions related closely to the weak monotonicity condition and compare them in an effective way. Finally, we put forward and prove a stability theorem and a comparison theorem of L-p (p > 1) solutions for this kind of BSDEs. (C) 2015 Elsevier Inc. All rights reserved.

【 授权许可】

Free