Pathwise random periodic solutions of stochastic differential equations (Q541281): Difference between revisions

The authors consider the existence of random periodic solutions to semi-linear stochastic differenetial equations. Such solutions are identified as solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases, and these equations in turn are examined using a generalized Schauder's fixed point theorem. The coupling method of forward and backward Gronwall inequalities is also used.