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

DOI10.1007/s10255-016-0567-8zbMath1338.60147OpenAlexW2343330551MaRDI QIDQ287882

Hui-nan Leng

Publication date: 23 May 2016

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

Full work available at URL: https://doi.org/10.1007/s10255-016-0567-8

zbMATH Keywords

infinite horizonbackward doubly stochastic differential equationsnon-degenerate terminal functionstationary property

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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