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| Lp Solutions for Multidimensional BDSDEs with Locally Weak Monotonicity Coefficients |
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Citation： |
Dejian TIAN,Runyu ZHU.Lp Solutions for Multidimensional BDSDEs with Locally Weak Monotonicity Coefficients[J].Chinese Annals of Mathematics B,2021,42(3):409~426 |
| Page view： 511
Net amount： 301 |
Authors： |
Dejian TIAN; Runyu ZHU |
Foundation： |
National Natural Science Foundation of China (No. 11601509). |
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| Abstract： |
In this paper, the authors establish the existence and uniqueness theorem of Lp (1 < p ≤ 2) solutions for multidimensional backward doubly stochastic differential equations (BDSDEs for short) under the p-order globally (locally) weak monotonicity conditions. Comparison theorem of Lp solutions for one-dimensional BDSDEs is also proved.These conclusions unify and generalize some known results. |
Keywords： |
Backward doubly stochastic differential equation, Locally monotonicity condition, Lp solution |
Classification： |
60H10 |
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