Numerical analysis of random periodicity of stochastic differential equations

In this thesis, we discuss the numerical approximation of random periodic solutions (r.p.s.) of stochastic differential equations (SDEs) with multiplicative noise. We prove the existence of the random periodic solution as the limit of the pull-back flow when the starting time tends to $-\infty$ alon...

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Bibliographic Details

Main Author:	Yu Liu
Format:	Default Thesis
Published:	2018
Subjects:	Other mathematical sciences not elsewhere classified Random periodic solution Periodic measure Euler–Maruyama method Modified Milstein method Infinite horizon Rate of convergence Pull-back Weak convergence Mathematical Sciences not elsewhere classified
Online Access:	https://hdl.handle.net/2134/36716
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