Backward doubly stochastic differential equations with infinite time horizon.

DOI10.1007/s10492-012-0039-2zbMath1274.60193OpenAlexW2060403488MaRDI QIDQ1941787

Bo Zhu, Baoyan Han

Publication date: 21 March 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143008

zbMATH Keywords

filtrationinfinite time horizonbackward doubly stochastic differential equationsbackward stochastic integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions, Backward doubly SDEs and SPDEs with superlinear growth generators, Stochastic PDEs and infinite horizon backward doubly stochastic differential equations, Comparison theorems for the multidimensional BDSDEs and applications, Lp solutions of infinite time interval backward doubly stochastic differential equations, Backward doubly stochastic differential equations with a superlinear growth generator

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