Stationary Stochastic Viscosity Solutions of SPDEs
نویسنده
چکیده
In this paper we aim to obtain the stationary stochastic viscosity solutions of a parabolic type SPDEs through the infinite horizon backward doubly stochastic differential equations (BDSDEs). For this, we study the existence, uniqueness and regularity of solutions of infinite horizon BDSDEs as well as the “perfection procedure” applied to the solutions of BDSDEs to derive the “perfect” stationary stochastic viscosity solutions of SPDEs.
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