Stationary solutions of SPDEs and infinite horizon BDSDEs

DOI10.1016/j.jfa.2007.06.019zbMath1127.60059arXivmath/0602054OpenAlexW2089901970MaRDI QIDQ2461236

Qi Zhang, Huaizhong Zhao

Publication date: 27 November 2007

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0602054

zbMATH Keywords

weak solutionsstochastic partial differential equationsrandom dynamical systemsstationary solutionbackward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (40)

Nonzero-sum differential game of backward doubly stochastic systems with delay and applications ⋮ Anticipating random periodic solutions. I: SDEs with multiplicative linear noise. ⋮ Infinite horizon backward doubly stochastic differential equations with non-degenerate terminal functions and their stationary property ⋮ Backward doubly stochastic equations with jumps and comparison theorems ⋮ Exponential stability of non-autonomous stochastic delay lattice systems with multiplicative noise ⋮ Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process ⋮ A generalized existence theorem of backward doubly stochastic differential equations ⋮ Mean-field backward doubly stochastic differential equations and related SPDEs ⋮ Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions ⋮ \(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions ⋮ Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ Forward-backward doubly stochastic differential equations and related stochastic partial differential equations ⋮ Backward doubly stochastic differential equations with infinite time horizon. ⋮ Necessary condition for optimal control of doubly stochastic systems ⋮ Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs ⋮ Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding ⋮ Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients ⋮ Stochastic PDEs and infinite horizon backward doubly stochastic differential equations ⋮ Comparison theorems for the multidimensional BDSDEs and applications ⋮ SPDEs with polynomial growth coefficients and the Malliavin calculus method ⋮ Mean-field forward-backward doubly stochastic differential equations and related nonlocal stochastic partial differential equations ⋮ A class of backward doubly stochastic differential equations with discontinuous coefficients ⋮ Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise ⋮ Backward stochastic differential equations with Markov chains and associated PDEs ⋮ Lp solutions of infinite time interval backward doubly stochastic differential equations ⋮ Pathwise random periodic solutions of stochastic differential equations ⋮ BDSDEs with locally monotone coefficients and Sobolev solutions for SPDEs ⋮ Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients ⋮ Nonlinear parabolic SPDEs involving Dirichlet operators ⋮ Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs ⋮ The link between stochastic differential equations with non-Markovian coefficients and backward stochastic partial differential equations ⋮ Random periodic solutions of random dynamical systems ⋮ SPDIEs and BSDEs driven by Lévy processes and countable Brownian motions ⋮ Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs ⋮ Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes ⋮ STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs ⋮ REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS ⋮ Backward doubly stochastic differential equations with polynomial growth coefficients

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Adapted solution of a backward stochastic differential equation
• Characteristic exponents and invariant manifolds in Hilbert space
• Two results concerning asymptotic behavior of solutions of the Burgers equation with force
• Stochastic flows acting on Schwartz distributions
• Backward doubly stochastic differential equations and systems of quasilinear SPDEs
• Dissipativity and invariant measures for stochastic Navier-Stokes equations
• Perfect cocycles through stochastic differential equations
• Invariant manifolds for stochastic partial differential equations.
• Invariant measures for Burgers equation with stochastic forcing
• Martingale solutions and invariant measures for stochastic evolution equations in Banach spaces
• Smooth stable and unstable manifolds for stochastic evolutionary equations
• Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion
• Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
• Sternberg theorems for random dynamical systems
• REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
• Asymptotic compactness and absorbing sets for 2D stochastic Navier-Stokes equations on some unbounded domains
• Probabilistic interpretation for systems of quasilinear parabolic partial differential equations
• Ergodicity for Infinite Dimensional Systems
• Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
• Weak solutions for SPDE's and backward doubly stochastic differential equations
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Stationary solutions of SPDEs and infinite horizon BDSDEs