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

DOI10.1080/03610926.2019.1654611OpenAlexW2969324639MaRDI QIDQ5078490

De-Jian Tian, Runyu Zhu

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)

Related Items (2)

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

Cites Work

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