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Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients

We prove a general theorem that the L (R ; R) ⊗ L (R ; R)-valued solution of an infinite horizon backward doubly stochastic differential equation, if exists, gives the stationary solution of the corresponding stochastic partial differential equation. We prove the existence and uniqueness of the L (R...

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Bibliographic Details
Main Authors:	Qi Zhang, Huaizhong Zhao
Format:	Default Article
Published:	2010
Subjects:	Other mathematical sciences not elsewhere classified Weak solutions Malliavin derivative Wiener-Sobolev compactness Stochastic differential equations Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/15258
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