Stationary solutions of stochastic partial differential equations and infinite horizon backward doubly stochastic differential equations
In this thesis we study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between solutions of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. For this, we prove...
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Loughborough University
2008
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.497125 |