Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations

DOI10.1016/J.JDE.2021.03.022zbMATH Open1483.60079arXiv1908.10015OpenAlexW2970514453MaRDI QIDQ2020113FDOQ2020113

Authors: Chunrong Feng, Baoyou Qu, Huaizhong Zhao 

Publication date: 23 April 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Abstract: In this paper, we define random quasi-periodic paths for random dynamical systems and quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the existence and uniqueness of random quasi-periodic paths and quasi-periodic measures for stochastic differential equations and a sufficient condition for the density of the quasi-periodic measure to exist and to satisfy the Fokker-Planck equation. We obtain an invariant measure by considering lifted flow and semigroup on cylinder and the tightness of the average of lifted quasi-periodic measures. We further prove that the invariant measure is unique, and thus ergodic.

Full work available at URL: https://arxiv.org/abs/1908.10015

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zbMATH Keywords

Fokker-Planck equationinvariant measuresrandom dynamical systemsMarkovian semigroupquasi-periodic measuresrandom quasi-periodic paths

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

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• Pathwise random periodic solutions of stochastic differential equations
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• Poisson stable solutions for stochastic functional evolution equations with infinite delay
• Periodic solutions in distribution of mean-field stochastic differential equations
• Global mean-square exponential stability and random periodicity of discrete-time stochastic inertial neural networks with discrete spatial diffusions and Dirichlet boundary condition
• Ergodic numerical approximation to periodic measures of stochastic differential equations
• Ergodicity of sublinear Markovian semigroups
• Almost periodicity and periodicity for nonautonomous random dynamical systems
• Random periodic processes, periodic measures and ergodicity
• Periodic solutions of stochastic functional differential equations with jumps via viability
• Positive piecewise continuous quasi-periodic solutions to logistic impulsive differential equations
• Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
• Recent Results on Recurrent Solutions and Limit Distributions of SDEs
• Periodic solutions in distribution of stochastic lattice differential equations

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