Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.497125
Title: Stationary solutions of stochastic partial differential equations and infinite horizon backward doubly stochastic differential equations
Author: Zhang, Qi
ISNI:       0000 0004 2673 108X
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 2008
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Abstract:
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 the existence and uniqueness of the L2ρ (Rd; R1) × L2ρ (Rd; Rd) valued solutions of BDSDEs with Lipschitz nonlinear term on both finite and infinite horizons, so obtain the solutions of initial value problems and the stationary weak solutions (independent of any initial value) of SPDEs. Also the L2ρ (Rd; R1) × L2ρ (Rd; Rd) valued BDSDE with non-Lipschitz term is considered. Moreover, we verify the time and space continuity of solutions of real-valued BDSDEs, so obtain the stationary stochastic viscosity solutions of real-valued SPDEs. The connection of the weak solutions of SPDEs and BDSDEs has independent interests in the areas of both SPDEs and BSDEs.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.497125  DOI: Not available
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