简介：Inthispaperweconsiderinfinitehorizonbackwarddoublystochasticdifferentialequations(BDSDEsforshort)coupledwithforwardstochasticdifferentialequations,whoseterminalfunctionsarenon-degenerate.ForsuchkindofBDSDEs,westudytheexistenceanduniquenessoftheirsolutionstakingvaluesinweightedL~p(dx)■L~2(dx)space(p≥2),andobtainthestationarypropertyforthesolutions.
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