Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.

DOI10.1016/j.jfa.2016.04.027zbMath1356.37073arXiv1502.00567OpenAlexW2962739985MaRDI QIDQ285819

Chunrong Feng, Yue Wu, Huaizhong Zhao

Publication date: 19 May 2016

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.00567

zbMATH Keywords

relative compactnessMalliavin derivativeperiodic measuresrandom periodic solutions

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07) Generation, random and stochastic difference and differential equations (37H10)

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Uses Software

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