Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4614734 | Journal of Mathematical Analysis and Applications | 2015 | 23 Pages |
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
ShengJun Fan,