Affine Periodic Solutions of Stochastic Differential Equations
Dynamical Systems
2019-09-02 v1 Probability
Abstract
For stochastic affine periodic systems, we establish a law of large numbers including Halanay-type criterion and a LaSalle-type stationary oscillation principle to obtain the existence and stability of affine periodic solutions in distribution. As applications, we show the existence and asymptotic stability of stochastic affine periodic solutions in distribution via Lyapunov's method.
Cite
@article{arxiv.1908.11499,
title = {Affine Periodic Solutions of Stochastic Differential Equations},
author = {Xiaomeng Jiang and Xue Yang and Yong Li},
journal= {arXiv preprint arXiv:1908.11499},
year = {2019}
}