L^p solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions

DOI10.1016/J.JMAA.2017.10.041MaRDI QIDQ1682122zbMATH OpenOpenAlexFDO

Authors Zhaojun Zong, Feng Hu

Publication date 28 November 2017

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2017.10.041

zbMATH Keywords

backward doubly stochastic differential equation (BDSDE)backward stochastic integralcomparison theoremmonotonicity condition

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(11)

• Backward doubly stochastic differential equations with infinite time horizon.
• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients
• A novel Speckle noise removal algorithm based on ADMM and energy minimization method
• A novel global energy and local energy-based Legendre polynomial approximation for image segmentation
• Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
• L^p-solutions of backward doubly stochastic differential equations
• L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients
• \(L^p\) solutions of infinite time interval backward doubly stochastic differential equations
• L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
• L ^p -solutions of backward doubly stochastic differential equations with time delayed generators
• Existence, uniqueness and comparison theorem on unbounded solutions of general time-interval BSDEs with sub-quadratic generators

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