G-BSDEs with time-varying monotonicity condition
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866915841386217472 |
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| author | Li, Renxing Zhang, Xue |
| author_facet | Li, Renxing Zhang, Xue |
| contents | In this paper, we study backward stochastic differential equations driven by G-Brownian motion where the generator has time-varying monotonicity with respect to y and Lipsitz property with respect to z. Through the Yosida approximation, we have proved the existence and uniqueness of the solutions to these equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_03006 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | G-BSDEs with time-varying monotonicity condition Li, Renxing Zhang, Xue Probability In this paper, we study backward stochastic differential equations driven by G-Brownian motion where the generator has time-varying monotonicity with respect to y and Lipsitz property with respect to z. Through the Yosida approximation, we have proved the existence and uniqueness of the solutions to these equations. |
| title | G-BSDEs with time-varying monotonicity condition |
| topic | Probability |
| url | https://arxiv.org/abs/2601.03006 |