Stochastic PDEs and infinite horizon backward doubly stochastic differential equations (Q1952890)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic PDEs and infinite horizon backward doubly stochastic differential equations |
scientific article; zbMATH DE number 6169941
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic PDEs and infinite horizon backward doubly stochastic differential equations |
scientific article; zbMATH DE number 6169941 |
Statements
Stochastic PDEs and infinite horizon backward doubly stochastic differential equations (English)
0 references
3 June 2013
0 references
Summary: We give a sufficient condition on the coefficients of a class of infinite horizon BDSDEs, under which the infinite horizon BDSDEs have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations. A probabilistic interpretation for solutions to a class of stochastic partial differential equations is given.
0 references
0 references
0 references
0 references
