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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
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