Article ID Journal Published Year Pages File Type
4614734 Journal of Mathematical Analysis and Applications 2015 23 Pages PDF
Abstract
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.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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