G-BSDEs with time-varying monotonicity condition
Probability
2026-03-10 v2
Abstract
In this paper, we study backward stochastic differential equations driven by G-Brownian motion where the generator has time-varying monotonicity with respect to y and Lipsitz property with respect to z. Through the Yosida approximation, we have proved the existence and uniqueness of the solutions to these equations.
Cite
@article{arxiv.2601.03006,
title = {G-BSDEs with time-varying monotonicity condition},
author = {Renxing Li and Xue Zhang},
journal= {arXiv preprint arXiv:2601.03006},
year = {2026}
}