Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations

DOI10.1016/J.JMAA.2019.123644zbMATH Open1471.60086arXiv1801.09341OpenAlexW2988432465WikidataQ126815664 ScholiaQ126815664MaRDI QIDQ2287243FDOQ2287243

YaChao Wang, Erxin Zhang, Zichen Guo, Tiexin Guo

Publication date: 20 January 2020

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

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

Full work available at URL: https://arxiv.org/abs/1801.09341

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zbMATH Keywords

backward stochastic differential equationsfixed point theoremsbackward stochastic equationscomplete random normed modules

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fixed-point theorems (47H10) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25)

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• L⁰-convex compactness and its applications to random convex optimization and random variational inequalities
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