Lp solutions of anticipated BSDEs with weak monotonicity and general growth generators |
| |
Authors: | Xiaohui Shen Dejian Tian |
| |
Institution: | School of Mathematics, China University of Mining and Technology, Xuzhou, PR China |
| |
Abstract: | In this article, we establish the stability theorems of Lp(1 < p ? 2) solutions for multidimensional anticipated backward stochastic differential equations (BSDEs), in which the generator g is p-order weak monotonic in y and Lipschitz continuous in (z, η, ?). Moreover, we present the existence and uniqueness of Lp solutions for this kind of anticipated BSDEs with the help of stability theorems when generator g also satisfies general growth condition in y. |
| |
Keywords: | Anticipated backward stochastic differential equations Existence and uniqueness General growth condition p-order weak monotonicity Stability theorem |
|
|