Commun. Korean Math. Soc. 2018; 33(3): 985-999
Online first article July 9, 2018 Printed July 31, 2018
https://doi.org/10.4134/CKMS.c170305
Copyright © The Korean Mathematical Society.
Yongpeng Dong, Shengjun Fan
China University of Mining and Technology, China University of Mining and Technology
This paper is devoted to the existence and uniqueness of $L^p\,(p>1)$ solutions for general time interval multidimensional backward stochastic differential equations (BSDEs for short), where the generator $g$ satisfies a $(p\wedge 2)$-order weak monotonicity condition in $y$ and a Lipschitz continuity condition in $z$, both non-uniformly in $t$. The corresponding stability theorem and comparison theorem are also proved.
Keywords: backward stochastic differential equation, general time interval, existence and uniqueness, weak monotonicity, comparison theorem, stability theorem
MSC numbers: 60H10
2022; 37(2): 497-502
2020; 35(2): 667-684
2019; 34(2): 657-670
© 2022. The Korean Mathematical Society. Powered by INFOrang Co., Ltd