Pathwise random periodic solutions of stochastic differential equations (Q541281): Difference between revisions
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Revision as of 01:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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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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