$L^p$ solutions of multidimensional BSDEs with weak monotonicity and general growth generators
Probability
2014-03-21 v1
Abstract
In this paper, we first establish the existence and uniqueness of solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monotonicity condition together with a general growth condition in for the generator . 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 solutions for this kind of BSDEs.
Keywords
Cite
@article{arxiv.1403.5005,
title = {$L^p$ solutions of multidimensional BSDEs with weak monotonicity and general growth generators},
author = {ShengJun Fan},
journal= {arXiv preprint arXiv:1403.5005},
year = {2014}
}
Comments
23 pages