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

DOI10.1016/j.jde.2009.12.013zbMath1196.60120arXiv0809.5089OpenAlexW2087206884MaRDI QIDQ2269623

Huaizhong Zhao, Qi Zhang

Publication date: 17 March 2010

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.5089

zbMATH Keywords

weak solutionsstochastic partial differential equationsbackward doubly stochastic differential equationsinfinite horizon backward stochastic differential equationsmonotone coefficientspathwise stationary solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

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