2015
DOI: 10.1016/j.jmaa.2015.06.049
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Lp solutions of multidimensional BSDEs with weak monotonicity and general growth generators

Abstract: In this paper, we first establish the existence and uniqueness of L p (p > 1) solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monotonicity condition together with a general growth condition in y for the generator g. Then, we overview several conditions related closely to the weak monotonicity condition and compare them in an effective way. Finally, we put forward and prove a stability theorem and a comparison theorem of L p (p > 1) solutions for this kind of BSDEs. Show more

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Cited by 21 publications
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