Pathwise stationary solutions of stochastic differential equations and backward doubly stochastic differential equations on infinite horizon

The main purpose of this paper is to study the existence of stationary solution for stochastic partial differential equations. We establish a new connection between backward doubly stochastic differential equations on infinite time horizon and the stationary solution of the SPDEs. For this we study...

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Bibliographic Details

Main Authors:	Qi Zhang, Huaizhong Zhao
Format:	Default Preprint
Published:	2006
Subjects:	Other mathematical sciences not elsewhere classified Backward doubly stochastic differential equations Stochastic partial differential equations Pathwise stationary solution Random dynamical systems Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/733
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