English

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 L0L^0--Lipschitz assumptions and the second is used to establish the existence of solutions to backward stochastic equations of nonexpansive type.

Keywords

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

R2 v1 2026-06-23T00:00:15.110Z