Periodic solutions for SDEs through upper and lower solutions
Copyright policy )Periodic solutions for SDEs through upper and lower solutions
We study a kind of better recurrence than Kolmogorov's one: periodicity recurrence,which corresponds periodic solutions in distribution for stochastic differential equations. On the basis of technique of upper and lower solutions and comparison principle, we obtain the existence of periodic solutions in distribution for stochastic differential equations (SDEs). Hence this provides an effective method how to study the periodicity of stochastic systems by analyzing deterministic ones. We also illustrate our results.
- Changchun Institute of Technology China (People's Republic of)
- JILIN UNIVERSITY China (People's Republic of)
- Northeast Normal University China (People's Republic of)
- JILIN UNIVERSITY China (People's Republic of)
- Jilin University China (People's Republic of)
Almost and pseudo-almost periodic solutions to ordinary differential equations, Stability of topological dynamical systems, periodic solutions in distribution, FOS: Mathematics, comparison principle, upper and lower solutions, Dynamical Systems (math.DS), Mathematics - Dynamical Systems, Stochastic ordinary differential equations (aspects of stochastic analysis)
Almost and pseudo-almost periodic solutions to ordinary differential equations, Stability of topological dynamical systems, periodic solutions in distribution, FOS: Mathematics, comparison principle, upper and lower solutions, Dynamical Systems (math.DS), Mathematics - Dynamical Systems, Stochastic ordinary differential equations (aspects of stochastic analysis)
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