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

被引：21
|
作者：
Fan, ShengJun [1 ]
机构：
[1] China Univ Min & Technol, Coll Sci, Xuzhou 221116, Peoples R China
来源：
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2015年 / 432卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Backward stochastic differential equation; L-p solution; Weak monotonicity condition; Comparison theorem; Stability theorem; STOCHASTIC DIFFERENTIAL-EQUATIONS; ONE-DIMENSIONAL BSDES; ADAPTED SOLUTION; NON-LIPSCHITZ; HOMOGENIZATION; CONVERGENCE;
D O I：
10.1016/j.jmaa.2015.06.049
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
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.
引用
收藏
页码：156 / 178
页数：23
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