{
  "id": "1403.5005",
  "version": "v1",
  "published": "2014-03-20T00:13:59.000Z",
  "updated": "2014-03-20T00:13:59.000Z",
  "title": "$L^p$ solutions of multidimensional BSDEs with weak monotonicity and general growth generators",
  "authors": [
    "ShengJun Fan"
  ],
  "comment": "23 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, we first establish the existence and uniqueness of $L^p\\ (p>1)$ solutions for multidimensional backward stochastic differential equations (BSDEs) under a weak monotonicity condition together with a general growth condition in $y$ for the generator $g$. Then, we overview several conditions related closely to the weak monotonicity condition and compare them in an effective way. Finally, we put forward and prove a stability theorem and a comparison theorem of $L^p\\ (p>1)$ solutions for this kind of BSDEs.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2014-03-20T00:13:59.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "general growth generators",
      "multidimensional bsdes",
      "weak monotonicity condition",
      "multidimensional backward stochastic differential equations",
      "general growth condition"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 23,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2014arXiv1403.5005F"
    }
  }
}