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

In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify them as solutions of coupled forward–backward infinite horizon stochastic integral equations (IHSIEs), using the “substitution theorem” of stochastic differential equation...

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Bibliographic Details
Main Authors: Chunrong Feng, Yue Wu, Huaizhong Zhao
Format: Default Article
Published: 2016
Subjects:
Other mathematical sciences not elsewhere classified
Random periodic solutions
Periodic measures
Relative compactness
Malliavin derivative
Mathematical Sciences not elsewhere classified
Online Access:https://hdl.handle.net/2134/21236
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https://hdl.handle.net/2134/21236

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