Multidimensional BSDEs with weak monotonicity and general growth generators

DOI10.1007/s10114-013-2128-xzbMath1274.60179MaRDI QIDQ381059

Long Jiang, Sheng-Jun Fan

Publication date: 15 November 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-013-2128-x

zbMATH Keywords

comparison theorem; existence and uniqueness; backward stochastic differential equation; general growth condition; weak monotonicity condition

Mathematics Subject Classification ID

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

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