Backward doubly stochastic differential equations with infinite time horizon.

DOI10.1007/s10492-012-0039-2zbMath1274.60193OpenAlexW2060403488MaRDI QIDQ1941787

Bo Zhu, Baoyan Han

Publication date: 21 March 2013

Published in: Applications of Mathematics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143008

zbMATH Keywords

filtrationinfinite time horizonbackward doubly stochastic differential equationsbackward stochastic integral

Mathematics Subject Classification ID

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

Related Items

\(L^{p}\) solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions ⋮ Backward doubly SDEs and SPDEs with superlinear growth generators ⋮ Stochastic PDEs and infinite horizon backward doubly stochastic differential equations ⋮ Comparison theorems for the multidimensional BDSDEs and applications ⋮ Lp solutions of infinite time interval backward doubly stochastic differential equations ⋮ Backward doubly stochastic differential equations with a superlinear growth generator

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