General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition
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Publication:2671649
DOI10.3934/puqr.2021015zbMath1491.60085arXiv1911.11179OpenAlexW2990658589MaRDI QIDQ2671649
Ziheng Xu, Ting-Ting Li, Sheng-Jun Fan
Publication date: 3 June 2022
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.11179
existence and uniquenessbackward stochastic differential equationgeneral time intervalstochastic Bihari-type inequalitystochastic Gronwall-type inequalityweak stochastic-monotonicity condition
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BSDEs with stochastic Lipschitz condition: a general result, Lp solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
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