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

DOI10.1080/03610926.2019.1654611MaRDI QIDQ5078490zbMATH OpenOpenAlexFDO

Authors Runyu Zhu, Dejian Tian

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

• L^p-Solutions of backward doubly stochastic differential equations with stochastic Lipschitz condition and p ∈ (1,2)
• A class of backward doubly stochastic differential equations with non-Lipschitz coefficients
• Adapted solution of a backward stochastic differential equation
• BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs
• BSDEs driven by time-changed Lévy noises with non-Lipschitz generators
• Backward doubly SDEs and SPDEs with superlinear growth generators
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Backward doubly stochastic differential equations with random coefficients and quasilinear stochastic PDEs
• Backward doubly stochastic differential equations with weak assumptions on the coefficients
• Backward stochastic differential equations and partial differential equations with quadratic growth.
• Backward stochastic differential equations with continuous coefficient
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
• General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-supermartingales
• On solutions of backward stochastic differential equations with jumps and applications
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
• \(L^p\) solutions of backward stochastic differential equations.
• \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators
• \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions

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

This page was built for publication: L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5078490)