Infinite horizon forward-backward doubly stochastic differential equations and related SPDEs
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Publication:2025173
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
infinite horizonhomotopystochastic partial differential equationforward-backward doubly stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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