Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations

DOI10.1016/j.jmaa.2019.123644zbMath1471.60086arXiv1801.09341OpenAlexW2988432465WikidataQ126815664 ScholiaQ126815664MaRDI QIDQ2287243

Erxin Zhang, Zichen Guo, YaChao Wang, Tie-Xin Guo

Publication date: 20 January 2020

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

Full work available at URL: https://arxiv.org/abs/1801.09341

zbMATH Keywords

fixed point theoremsbackward stochastic differential equationsbackward stochastic equationscomplete random normed modules

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fixed-point theorems (47H10) Normed modules and Banach modules, topological modules (if not placed in 13-XX or 16-XX) (46H25)

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Fixed Point Theorem and Related Nonlinear Analysis by the Best Approximation Method in p-Vector Spaces, \(L^0\)-convex compactness and random normal structure in \(L^0(\mathcal{F}, B)\), On \(L^0\)-convex compactness in random locally convex modules, Trotter–Kato approximations of semilinear stochastic evolution equations in Hilbert spaces, Unnamed Item, Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures, An exponential representation for random C₀–semigroups, The fundamental theorem of affine geometry in regular \(L^0\)-modules, L⁰-convex compactness and its applications to random convex optimization and random variational inequalities

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