Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations
Functional Analysis
2018-11-29 v4
Abstract
This paper first proves two fixed point theorems in complete random normed modules, which are respectively the random generalizations of the classical Banach's contraction mapping principle and Browder--Kirk's fixed point theorem. As applications, the first is used to give the existence and uniqueness of solutions to various kinds of backward stochastic equations under --Lipschitz assumptions and the second is used to establish the existence of solutions to backward stochastic equations of nonexpansive type.
Cite
@article{arxiv.1801.09341,
title = {Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations},
author = {Tiexin Guo and Erxin Zhang and Yachao Wang and ZiChen Guo},
journal= {arXiv preprint arXiv:1801.09341},
year = {2018}
}
Comments
59 pages