L^p solutions for multidimensional BDSDEs with locally weak monotonicity coefficients

DOI10.1007/S11401-021-0266-5zbMATH Open1470.60166OpenAlexW3169633533MaRDI QIDQ2047243FDOQ2047243

Authors: Runyu Zhu, Dejian Tian 

Publication date: 19 August 2021

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11401-021-0266-5

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zbMATH Keywords

\(L^p\) solutionbackward doubly stochastic differential equationlocally monotonicity condition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
• \(L^p\) solutions of backward stochastic differential equations.
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Adapted solution of a backward stochastic differential equation
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• Backward stochastic differential equations with continuous coefficient
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
• A type of general forward-backward stochastic differential equations and applications
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
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• BSDEs with jumps and path-dependent parabolic integro-differential equations
• Backward doubly SDEs and SPDEs with superlinear growth generators
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
• \(L^p\) solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions
• Non-smooth analysis method in optimal investment-BSDE approach
• Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
• L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)
• L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients

Cited In (6)

• \(L^p\)-solutions of backward doubly stochastic differential equations
• Existence, uniqueness and stability of backward stochastic differential equations with locally monotone coefficient
• Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs

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