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

DOI10.1007/S10255-016-0567-8zbMATH Open1338.60147OpenAlexW2343330551MaRDI QIDQ287882FDOQ287882

Authors: Huinan Leng 

Publication date: 23 May 2016

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-016-0567-8

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zbMATH Keywords

backward doubly stochastic differential equationsinfinite horizonnon-degenerate terminal functionstationary property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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• A Kneser-type theorem for backward doubly stochastic differential equations

Cited In (4)

• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Backward doubly stochastic differential equations with infinite time horizon.
• Stochastic PDEs and infinite horizon backward doubly stochastic differential equations

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