Stationary backward stochastic differential equations and associated partial differential equations (Q1960925)

Using a nonlinear backward stationary differential equation and the related nonlinear Feynman-Kac formula it is given a stochastic formulation of ergodic problems arising in certain nonlinear systems. The terminal condition is replaced by the stationarity assumption and it is analyzed the one-to-one corespondence between a stationary solution and the classical solution of the corresponding periodic partial differential equation. There are stated and proved three theorems and several lemmas. It is recommended to those working in probabilistic interpretation of quasilinear partial differential equations.