Pathwise random periodic solutions of stochastic differential equations (Q541281): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: reviewed by (P1447): Item:Q1409254 |
||
| Property / reviewed by | |||
| Property / reviewed by: Andrew I. Dale / rank | |||
Revision as of 17:29, 27 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pathwise random periodic solutions of stochastic differential equations |
scientific article |
Statements
Pathwise random periodic solutions of stochastic differential equations (English)
0 references
6 June 2011
0 references
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.
0 references
random dynamical system
0 references
semi-linear stochastic differential equations
0 references
Malliavin derivative
0 references
stochastic integral equations
0 references
