Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (Q287882): Difference between revisions

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scientific article

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English	Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property	scientific article

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instance of

scholarly article

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title

Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property (English)

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author

Hui-nan Leng

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published in

Acta Mathematicae Applicatae Sinica. English Series

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publication date

23 May 2016

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zbMATH Keywords

backward doubly stochastic differential equations

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infinite horizon

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non-degenerate terminal function

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stationary property

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10255-016-0567-8

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cites work

Q4210478

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Weak solutions for SPDE's and backward doubly stochastic differential equations

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Conjugate convex functions in optimal stochastic control

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Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs

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Stationary backward stochastic differential equations and associated partial differential equations

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Stochastic Equations in Infinite Dimensions

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Backward Stochastic Differential Equations in Finance

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Q3995203

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Q4379369

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Adapted solution of a backward stochastic differential equation

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Q4029028

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Backward doubly stochastic differential equations and systems of quasilinear SPDEs

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A General Stochastic Maximum Principle for Optimal Control Problems

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Probabilistic interpretation for systems of quasilinear parabolic partial differential equations

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Infinite horizon forward-backward stochastic differential equations

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A type of time-symmetric forward-backward stochastic differential equations

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Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications

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A Kneser-type theorem for backward doubly stochastic differential equations

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Q4255599

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STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs

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Stationary solutions of SPDEs and infinite horizon BDSDEs

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Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients

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Solutions to general forward-backward doubly stochastic differential equations

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Identifiers

zbMATH Open document ID

1338.60147

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DOI

10.1007/s10255-016-0567-8

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:287882

@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Weak solutions for SPDE's and backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Conjugate convex functions in optimal stochastic control
+Normal rank
@@ Property / cites work @@
+Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Stationary backward stochastic differential equations and associated partial differential equations
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4379369
@@ Property / cites work: Q4379369 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4029028
@@ Property / cites work: Q4029028 / rank @@
+Normal rank
@@ Property / cites work @@
+Backward doubly stochastic differential equations and systems of quasilinear SPDEs
+Normal rank
@@ Property / cites work @@
+A General Stochastic Maximum Principle for Optimal Control Problems
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
+Normal rank
@@ Property / cites work @@
+Infinite horizon forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+A type of time-symmetric forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications
+Normal rank
@@ Property / cites work @@
+A Kneser-type theorem for backward doubly stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs
+Normal rank
@@ Property / cites work @@
+Stationary solutions of SPDEs and infinite horizon BDSDEs
+Normal rank
@@ Property / cites work @@
+Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
+Normal rank
@@ Property / cites work @@
+Solutions to general forward-backward doubly stochastic differential equations
+Normal rank