Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs

DOI10.1007/s10255-021-1009-9zbMath1469.60201OpenAlexW3172758377WikidataQ115384947 ScholiaQ115384947MaRDI QIDQ2025173

Liangquan Zhang, Yu-feng Shi, Qing-Feng Zhu

Publication date: 11 May 2021

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

Full work available at URL: https://doi.org/10.1007/s10255-021-1009-9

zbMATH Keywords

infinite horizonhomotopystochastic partial differential equationforward-backward doubly stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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