Pathwise random periodic solutions of stochastic differential equations
From MaRDI portal
Publication:541281
DOI10.1016/j.jde.2011.03.019zbMath1227.34058arXiv1502.02945MaRDI QIDQ541281
Publication date: 6 June 2011
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1502.02945
random dynamical system; Malliavin derivative; stochastic integral equations; semi-linear stochastic differential equations
34C25: Periodic solutions to ordinary differential equations
47H10: Fixed-point theorems
34F05: Ordinary differential equations and systems with randomness
60H07: Stochastic calculus of variations and the Malliavin calculus