STATIONARY STOCHASTIC VISCOSITY SOLUTIONS OF SPDEs

DOI10.1142/S0219493711003498zbMath1254.60070arXiv0905.2806OpenAlexW2964326205MaRDI QIDQ3094464

Qi Zhang

Publication date: 25 October 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0905.2806

zbMATH Keywords

stochastic partial differential equationsrandom dynamical systemsstationary solutionsbackward doubly stochastic differential equationsstochastic viscosity solutions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

Related Items (1)

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

Cites Work

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• Generalized backward doubly stochastic differential equations and SPDEs with nonlinear Neumann boundary conditions
• REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
• Fully nonlinear stochastic partial differential equations

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