$L^p$ Solutions of Infinite Time Interval Backward Doubly Stochastic Differential Equations


Zhaojun Zong, Feng Hu




In this paper, we study the existence and uniqueness theorem for $L^p$ $(1<p<2)$ solutions to a class of infinite time interval backward doubly stochastic differential equations (BDSDEs). Furthermore, we obtain the comparison theorem for 1-dimensional infinite time interval BDSDEs in $L^p$.