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Representation of solutions to 2BSDEs in an extended monotonicity setting
Bulletin des Sciences Mathématiques ( IF 1.3 ) Pub Date : 2020-09-15 , DOI: 10.1016/j.bulsci.2020.102907
Hun O , Mun-Chol Kim , Chol-Gyu Pak

In this paper, we give a new approach to the representation of solutions to second order backward stochastic differential equations (2BSDEs). This approach ensures the wellposedness of 2BSDEs under an extended monotonicity condition which generalizes the usual monotonicity condition.



中文翻译:

扩展单调性环境中2BSDE的解的表示形式

在本文中,我们提供了一种新的方法来表示二阶后向随机微分方程(2BSDE)的解。这种方法确保了2BSDE在扩展的单调性条件下的适定性,该条件概括了通常的单调性条件。

更新日期:2020-09-23
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