Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition
Probability
2019-10-08 v1 Analysis of PDEs
Abstract
In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on the generalized variational framework, we also use the local monotonicity condition to replace the standard monotonicity condition, which is applicable to various quasilinear and semilinear BSPDE models.
Keywords
Cite
@article{arxiv.1910.02253,
title = {Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition},
author = {Wei Liu and Rongchan Zhu},
journal= {arXiv preprint arXiv:1910.02253},
year = {2019}
}