Well-posedness of Backward Stochastic Partial Differential Equations with Lyapunov Condition

Abstract

In this paper we show the existence and uniqueness of strong solutions for a large class of backward SPDE where the coefficients satisfy a specific type Lyapunov condition instead of the classical coercivity condition. Moreover, based on the generalized variational framework, we also use the local monotonicity condition to replace the standard monotonicity condition, which is applicable to various quasilinear and semilinear BSPDE models.

References in corpus (2)

• SPDE in Hilbert Space with Locally Monotone Coefficients
• Local and global well-posedness of SPDE with generalized coercivity conditions