Lp solutions of infinite time interval backward doubly stochastic differential equations under monotonicity and general increasing conditions

Abstract

In this paper, we study the existence and uniqueness theorem for Lp(1<p≤2) solutions to a class of infinite time interval backward doubly stochastic differential equations (BDSDEs for short) under monotonicity and general increasing conditions. Furthermore, we obtain the comparison theorem for 1-dimensional infinite time interval BDSDEs in Lp(1<p≤2).