Random periodic solutions and ergodicity for stochastic differential equations
Probability
2018-11-15 v1
Abstract
In this paper, we establish some sufficient conditions for the existence of stable random periodic solutions of stochastic differential equations and ergodicity in the random periodic regime. The techniques involve the existence of Lyapunov type function, using two-point generator of the stochastic flow map, strong Feller argument and weak convergence.
Cite
@article{arxiv.1811.05503,
title = {Random periodic solutions and ergodicity for stochastic differential equations},
author = {Kenneth Uda and Huaizhong Zhao},
journal= {arXiv preprint arXiv:1811.05503},
year = {2018}
}