Well-posedness of backward stochastic partial differential equations with Lyapunov condition

DOI10.1515/FORUM-2019-0227zbMATH Open1437.35711arXiv1910.02253OpenAlexW3022057012MaRDI QIDQ2178803FDOQ2178803

Authors: Wei Liu, Rong-Chan Zhu 

Publication date: 11 May 2020

Published in: Forum Mathematicum (Search for Journal in Brave)

Abstract: In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on the generalized variational framework, we also use the local monotonicity condition to replace the standard monotonicity condition, which is applicable to various quasilinear and semilinear BSPDE models.

Full work available at URL: https://arxiv.org/abs/1910.02253

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zbMATH Keywords

SPDELyapunov conditionBSDElocally monotone

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Existence problems for PDEs: global existence, local existence, non-existence (35A01) Uniqueness problems for PDEs: global uniqueness, local uniqueness, non-uniqueness (35A02) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (5)

• Well-posedness of stochastic partial differential equations with Lyapunov condition
• Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients
• On well-posedness of forward-backward SDEs -- a unified approach
• Well-posedness for anticipated backward stochastic Schrödinger equations
• Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise

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