\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (Q2047243)

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English	\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients	scientific article

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scholarly article

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title

\(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients (English)

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Chinese Annals of Mathematics. Series B

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publication date

19 August 2021

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zbMATH Keywords

backward doubly stochastic differential equation

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locally monotonicity condition

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\(L^p\) solution

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1007/s11401-021-0266-5

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cites work

Backward doubly SDEs and SPDEs with superlinear growth generators

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Weak solutions for SPDE's and backward doubly stochastic differential equations

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A generalization of a lemma of bellman and its application to uniqueness problems of differential equations

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\(L^p\) solutions of backward stochastic differential equations.

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A type of general forward-backward stochastic differential equations and applications

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\(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators

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Lpsolutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions

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Backward stochastic differential equations and partial differential equations with quadratic growth.

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Backward stochastic differential equations with continuous coefficient

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A class of backward doubly stochastic differential equations with non-Lipschitz coefficients

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A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations

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Lp-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

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Adapted solution of a backward stochastic differential equation

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition

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Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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BSDEs with jumps and path-dependent parabolic integro-differential equations

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Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs

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Non-smooth analysis method in optimal investment-BSDE approach

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BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

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Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients

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Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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Lp (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients

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\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions

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Identifiers

zbMATH Open document ID

1470.60166

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DOI

10.1007/s11401-021-0266-5

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2047243