Lp solutions of backward doubly stochastic differential equations with locally monotone coefficients
Lp solutions of backward doubly stochastic differential equations with locally monotone coefficients
复制标题
具有局部单调系数的后向双随机微分方程的Lp解
DOI：
10.1080/03610926.2019.1654611
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发表时间：
2019
影响因子：
0.8
通讯作者：
Dejian Tian （田德建）
中科院分区：
文献类型：
--
作者：
Runyu Zhu;Dejian Tian （田德建）
研究了倒向双随机微分方程在全局（局部）单调条件下解的存在唯一性。建立了一些有用和重要的先验估计。利用截断法，得到了BDSDEs在全局单调假设下的lp解。利用适当的逼近技术，我们得到了具有局部单调系数的BDSDEs的flp解的存在唯一性。
The article considers the existence and uniqueness ofsolutions for backward doubly stochastic differential equations (BDSDEs) under globally (locally) monotone conditions. Some useful and important prior estimates are established. By using truncation method,Lpsolutions for BDSDEs under globally monotone assumptions are obtained. With the help of suitable approximation techniques, we derive the existence and uniqueness ofLpsolutions for BDSDEs with locally monotone coefficients.