Random periodic solutions of SDEs: existence, uniqueness and numerical issues

DOI10.1016/J.CNSNS.2023.107586MaRDI QIDQ6144072zbMATH OpenOpenAlexFDO

Authors Afsaneh Moradi, Raffaele D'Ambrosio

Publication date 5 January 2024

Published in Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.cnsns.2023.107586

zbMATH Keywords

random periodic solutionsinfinite horizonaccuracy analysis\(\theta\)-Maruyama methods\(\theta\)-Milstein methodspull-back flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(1)

• Random periodic solutions for a class of hybrid stochastic differential equations

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