L^p solutions of multidimensional BSDEs with weak monotonicity and general growth generators

2014/03/20 by Fan, ShengJun · 2 citations
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1403.5005

Abstract

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.

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• General mean-field BSDEs with integrable terminal values
• Existence and uniqueness on L¹ solutions of multidimensional BSDEs with generators of stochastic one-sided Osgood type

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