Periodic solutions of stochastic functional differential equations with jumps via viability (Q2172794): Difference between revisions

Periodic solutions in distribution are studied for stochastic functional differential equations with jumps. Firstly, a new comparison theorem is obtained by using viability and viscosity solutions as a tool. By applying the comparison theorem, the existence of periodic solutions in distribution is proven via the method of upper and lower solutions. The study of periodic solutions is one of the central subject for qualitative behavior of stochastic differential equations. This paper is a first result on the existence of periodic solutions in distribution for stochastic functional differential equations with jumps.