Multidimensional BSDEs with weak monotonicity and general growth generators
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Publication:381059
DOI10.1007/S10114-013-2128-XzbMath1274.60179OpenAlexW1973036295MaRDI QIDQ381059
Publication date: 15 November 2013
Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10114-013-2128-x
comparison theoremexistence and uniquenessbackward stochastic differential equationgeneral growth conditionweak monotonicity condition
Related Items (16)
On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) ⋮ Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators ⋮ Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators ⋮ General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition ⋮ General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general g-supermartingales ⋮ Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators ⋮ Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs ⋮ Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions ⋮ Dynamic programming approach to reflected backward stochastic differential equations ⋮ Representation of solutions to 2BSDEs in an extended monotonicity setting ⋮ Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients ⋮ \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators ⋮ Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach ⋮ \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions ⋮ Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type ⋮ Existence and uniqueness of solutions for BDSDEs with weak monotonicity coefficients
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