کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4614734 1339298 2015 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز ریاضی
پیش نمایش صفحه اول مقاله
Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators
چکیده انگلیسی
In this paper, we first establish the existence and uniqueness of Lp (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 Lp (p>1) solutions for this kind of BSDEs.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Mathematical Analysis and Applications - Volume 432, Issue 1, 1 December 2015, Pages 156-178
نویسندگان
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