Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators

  • LIAO Jun-xia ,
  • FAN Sheng-jun
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  • College of Sciences, China University of Mining and Technology, Xuzhou Jiangsu 221116, China

Received date: 2015-10-29

  Online published: 2017-01-13

Abstract

This paper is devoted to solving one-dimensional backward stochastic differential equations (BSDEs) whose generator g satisfies a (p ^ 2)-order weak monotonicity condition together with a general growth condition in y and a uniform continuity condition in z. Using the convolution technique and Girsanov’s theorem, we establish an existence and uniqueness result for Lp (p > 1) solutions of this kind of BSDEs, which generalizes some existing results.

Cite this article

LIAO Jun-xia , FAN Sheng-jun . Lp solutions of BSDEs with weakly monotonic and uniformly continuous generators[J]. Journal of East China Normal University(Natural Science), 2016 , 2016(6) : 77 -87 . DOI: 10.3969/j.issn.1000-5641.2016.06.008

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