| Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations |
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| 引用本文： | Bing XIE,Zhi Yong YU. Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations[J]. 数学学报(英文版), 2023, 39(5): 827-845. DOI: 10.1007/s10114-023-1147-5 |
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| 作者姓名： | Bing XIE Zhi Yong YU |
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| 作者单位： | School of Mathematics, Shandong University |
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| 基金项目： | Supported by the National Natural Science Foundation of China (Grant Nos. 11871310, 12271304 and 11971262)；;the Natural Science Foundation of Shandong Province (Grant No. ZR2020MA014)； |
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| 摘 要： | This paper is concerned with coupled linear forward-backward stochastic differential equations(FBSDEs, for short). When the homogeneous coefficients are deterministic(the non-homogeneous coefficients can be random), we obtain an Lp-result(p > 2), including the existence and uniqueness of the p-th power integrable solution, a p-th power estimate, and a related continuous dependence property of the solution on the coefficients, for coupled linear FBSDEs in the monotonicity framework ...
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Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations |
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| Xie,Bing,Yu,Zhi Yong. Lp-Estimate for Linear Forward-Backward Stochastic Differential Equations[J]. Acta Mathematica Sinica(English Series), 2023, 39(5): 827-845. DOI: 10.1007/s10114-023-1147-5 |
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| Authors: | Xie Bing Yu Zhi Yong |
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| Affiliation: | 1.School of Mathematics, Shandong University, Jinan, 250100, P. R. China
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| Abstract: | Acta Mathematica Sinica, English Series - This paper is concerned with coupled linear forward-backward stochastic differential equations (FBSDEs, for short). When the homogeneous coefficients are... |
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