Pathwise random periodic solutions of stochastic differential equations (Q541281): Difference between revisions
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Property / author: Sumit K. Garg / rank | |||
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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. | |||
Property / review text: 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. / rank | |||
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Property / reviewed by: Andrew I. Dale / rank | |||
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Property / Mathematics Subject Classification ID: 34F05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34C25 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 60H07 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 47H10 / rank | |||
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Property / zbMATH DE Number: 5904490 / rank | |||
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Property / zbMATH Keywords | |||
random dynamical system | |||
Property / zbMATH Keywords: random dynamical system / rank | |||
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semi-linear stochastic differential equations | |||
Property / zbMATH Keywords: semi-linear stochastic differential equations / rank | |||
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Malliavin derivative | |||
Property / zbMATH Keywords: Malliavin derivative / rank | |||
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stochastic integral equations | |||
Property / zbMATH Keywords: stochastic integral equations / rank | |||
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Revision as of 11:18, 1 July 2023
scientific article
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English | Pathwise random periodic solutions of stochastic differential equations |
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Pathwise random periodic solutions of stochastic differential equations (English)
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6 June 2011
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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.
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random dynamical system
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semi-linear stochastic differential equations
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Malliavin derivative
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stochastic integral equations
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