Affine periodic solutions for some stochastic differential equations

被引:0
作者
Guo, Ruichao [1 ]
Wang, Hongren [2 ]
机构
[1] Jilin Univ Finance & Econ, Sch Stat, Changchun 130117, Jilin, Peoples R China
[2] Jilin Normal Univ, Coll Math, Siping 136000, Jilin, Peoples R China
基金
中国国家自然科学基金;
关键词
Stochastic differential equations; Exponential stable; Affine periodic solutions in distribution; AUTOMORPHIC SOLUTIONS;
D O I
10.1186/s13661-023-01759-6
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper, we are study the problem of affine periodicity of solutions in distribution for some nonlinear stochastic differential equation with exponentially stable. We prove the existence and uniqueness of stochastic affine periodic solutions in distribution via the Banach fixed-point theorem.
引用
收藏
页数:6
相关论文
共 50 条
[41]   EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR STOCHASTIC IMPULSIVE DIFFERENTIAL EQUATIONS [J].
Shen, Lijuan ;
Sun, Jitao .
STOCHASTICS AND DYNAMICS, 2010, 10 (03) :375-383
[42]   Approximations for expectations of functionals of solutions to stochastic differential equations [J].
Egorov, A. D. .
MONTE CARLO METHODS AND APPLICATIONS, 2007, 13 (04) :275-285
[43]   Density for solutions to stochastic differential equations with unbounded drift [J].
Olivera, Christian ;
Tudor, Ciprian .
BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS, 2019, 33 (03) :520-531
[44]   Global existence of solutions for stochastic impulsive differential equations [J].
Li Juan Shen ;
Ji Tao Sun .
Acta Mathematica Sinica, English Series, 2011, 27 :773-780
[45]   Almost Periodic Solutions to a Stochastic Differential Equation in Hilbert Spaces [J].
Yong-Kui Chang ;
Ruyun Ma ;
Zhi-Han Zhao .
Results in Mathematics, 2013, 63 :435-449
[46]   Almost Periodic Solutions to a Stochastic Differential Equation in Hilbert Spaces [J].
Chang, Yong-Kui ;
Ma, Ruyun ;
Zhao, Zhi-Han .
RESULTS IN MATHEMATICS, 2013, 63 (1-2) :435-449
[47]   Numerical methods for some nonlinear stochastic differential equations [J].
El-Borai, MM ;
El-Nadi, KE ;
Mostafa, OL ;
Ahmed, HM .
APPLIED MATHEMATICS AND COMPUTATION, 2005, 168 (01) :65-75
[48]   Existence of Almost Periodic Solutions to a Class of Non-autonomous Functional Integro-differential Stochastic Equations [J].
Li, Lijie ;
Feng, Yu ;
Pan, Weiquan .
INFORMATION COMPUTING AND APPLICATIONS, ICICA 2013, PT II, 2013, 392 :605-+
[49]   Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations [J].
N'Zi, Modeste ;
Ouknine, Youssef ;
Sulem, Agnes .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2006, 116 (09) :1319-1339
[50]   EXISTENCE THEOREMS FOR PERIODIC MARKOV PROCESS AND STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS [J].
Xu, Daoyi ;
Huang, Yumei ;
Yang, Zhiguo .
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2009, 24 (03) :1005-1023