G-BSDEs with time-varying monotonicity condition

Renxing Li; Xue Zhang

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arXiv · 2601.03006

G-BSDEs with time-varying monotonicity condition

Renxing Li·Xue Zhang

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Abstract

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.

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Renxing Li, Xue Zhang. 2026-01-06. G-BSDEs with time-varying monotonicity condition. https://arxiv.org/abs/2601.03006

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