Using perturbation results on the sums of ranges of nonlinear accretive mappings of Calvert and Gupta [B.D. Calvert, C.P. Gupta, Nonlinear elliptic boundary value problems in L p -spaces and sums of ranges of accretive operators, Nonlinear Anal. 2 (1978) 1-26], we present some abstract existence res
Generalized BSDEs and nonlinear Neumann boundary value problems
β Scribed by Etienne Pardoux; Shuguang Zhang
- Publisher
- Springer
- Year
- 1998
- Tongue
- English
- Weight
- 311 KB
- Volume
- 110
- Category
- Article
- ISSN
- 1432-2064
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π SIMILAR VOLUMES
In this letter, we study Neumann problems with nonlinear boundary conditions. We do not assume that the right-hand side or the nonlinearity of the boundary condition are Caratheodory functions. We use the subdifferential for locally Lipschitz functionals due to Clarke [l].
In this paper, we derive the existence and uniqueness of the solution for a class of generalized reflected backward stochastic differential equations (GRBSDEs in short) driven by a LΓ©vy process, which involve the integral with respect to a continuous process by means of the Snell envelope, the penal