STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs

DOI10.1142/S0219493711003498zbMath1254.60070arXiv0905.2806MaRDI QIDQ3094464

Qi Zhang

Publication date: 25 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2806

zbMATH Keywords

stochastic partial differential equations; random dynamical systems; stationary solutions; backward doubly stochastic differential equations; stochastic viscosity solutions

Mathematics Subject Classification ID

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

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

37H10: Generation, random and stochastic difference and differential equations

Related Items

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

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