Lp (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients

DOI10.1080/03610926.2019.1654611OpenAlexW2969324639MaRDI QIDQ5078490FDOQ5078490

Dejian Tian, Runyu Zhu

Publication date: 23 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1654611

zbMATH Keywords

\(L^p\) solutionbackward doubly stochastic differential equationlocally Lipschitz conditionlocally monotone coefficient

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward stochastic differential equations and partial differential equations with quadratic growth.
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• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
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• Backward doubly stochastic differential equations with weak assumptions on the coefficients
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• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• Backward doubly SDEs and SPDEs with superlinear growth generators
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions
• General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales
• L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)

Cited In (3)

• Fractional backward SDEs with locally monotone coefficient and application to PDEs
• L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition
• \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients

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