Stochastic PDEs and infinite horizon backward doubly stochastic differential equations
type: Item
instance of: scholarly article
title: Stochastic PDEs and infinite horizon backward doubly stochastic differential equations
zbMATH Open document ID: 1267.35266
DOI: 10.1155/2012/582645
author: Bo Zhu
author: Baoyan Han
published in: Journal of Applied Mathematics
publication date: 2013-06-03T00:00:00Z
review text: Summary: We give a sufficient condition on the coefficients of a class of infinite horizon BDSDEs, under which the infinite horizon BDSDEs have a unique solution for any given square integrable terminal values. We also show continuous dependence theorem and convergence theorem for this kind of equations. A probabilistic interpretation for solutions to a class of stochastic partial differential equations is given.
Mathematics Subject Classification ID: 35R60
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 6169941
Wikidata QID: Q58906177
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2012/582645
OpenAlex ID: W2138512393
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description: scientific article; zbMATH DE number 6169941