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arxiv: 1801.09341 · v4 · pith:YEJE4CU6new · submitted 2018-01-29 · 🧮 math.FA

Two fixed point theorems in complete random normed modules and their applications to backward stochastic equations

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keywords backwardequationsfixedpointrandomstochasticapplicationscomplete
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This paper first proves two fixed point theorems in complete random normed modules, which are respectively the random generalizations of the classical Banach's contraction mapping principle and Browder--Kirk's fixed point theorem. As applications, the first is used to give the existence and uniqueness of solutions to various kinds of backward stochastic equations under $L^0$--Lipschitz assumptions and the second is used to establish the existence of solutions to backward stochastic equations of nonexpansive type.

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