\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions

DOI10.1016/j.jmaa.2017.10.041zbMath1388.60102OpenAlexW2765722835MaRDI QIDQ1682122

Feng Hu, Zhaojun Zong

Publication date: 28 November 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2017.10.041

zbMATH Keywords

comparison theoremmonotonicity conditionbackward doubly stochastic differential equation (BDSDE)backward stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (6)

L^p (1 < p < 2) solutions of backward doubly stochastic differential equations with locally monotone coefficients ⋮ L^p solutions of general time interval BSDEs with generators satisfying a p-order weak stochastic-monotonicity condition ⋮ A novel Speckle noise removal algorithm based on ADMM and energy minimization method ⋮ A novel global energy and local energy-based Legendre polynomial approximation for image segmentation ⋮ \(L^p\) solutions for multidimensional BDSDEs with locally weak monotonicity coefficients ⋮ Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients

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