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

DOI10.1016/J.JMAA.2019.123644MaRDI QIDQ2287243zbMATH OpenOpenAlexWikidataFDO

Authors Erxin Zhang, Zichen Guo, Tiexin Guo, YaChao Wang

Publication date 20 January 2020

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

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

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)

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.

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Cited in

(17)

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• Fixed point theorems and principles of nonlinear alternatives in \(p\)-vector spaces
• The fundamental theorem of affine geometry in regular \(L^0\)-modules
• The fixed point theorems and invariant approximations for random nonexpansive mappings in random normed modules

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