Noise-vanishing concentration and limit behaviors of periodic probability solutions. (Q778586)

The authors consider small noisy perturbations of a time-periodic ODE \[\dot{x}=V(x,t),\quad V(x,t+T)\equiv V(x,t),\] having the form of a stochastic differential equation of Ito type, \[dx=V(x,t)dt+\varepsilon G(x,t)dW_t,\] where the noise matrix \(G(x,t)\) is \(T\)-periodic in \(t\), \(\{W_t\}\) is a standard Wiener process, and \(\varepsilon\) is a small parameter. They prove that any limit measure of periodic probability solutions is a periodically invariant measure of the nonperturbed ODE and that the global periodic attractor of a dissipative ODE is stable under general small noisy perturbations.