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Infinite Horizon Forward-Backward Doubly Stochastic Differential Equations and Related SPDEs |
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| Authors: | Zhu Qing-feng Zhang Liang-quan Shi Yu-feng |
| Institution: | 1.School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, and Shandong Key Laboratory of Blockchain Finance, Jinan, 250014, China ;2.Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, China ;3.School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China ; |
| Abstract: | Acta Mathematicae Applicatae Sinica, English Series - A type of infinite horizon forward-backward doubly stochastic differential equations is studied. Under some monotonicity assumptions, the... |
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