[HTML][HTML] Periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent and Poisson stable solutions for stochastic differential equations
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity,
periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff …
periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff …
Wong-Zakai approximations and periodic solutions in distribution of dissipative stochastic differential equations
X Jiang, Y Li - Journal of Differential Equations, 2021 - Elsevier
In this paper, we study the smooth Wong-Zakai approximations given by a stochastic
process via Wiener shift and mollifier of Brownian motions. We show that solutions of …
process via Wiener shift and mollifier of Brownian motions. We show that solutions of …
[HTML][HTML] Random periodic processes, periodic measures and ergodicity
Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish
space. In the Markovian case, the idea of Poincaré sections is introduced. It is proved that if …
space. In the Markovian case, the idea of Poincaré sections is introduced. It is proved that if …
Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations
In this paper, we define random quasi-periodic paths for random dynamical systems and
quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the …
quasi-periodic measures for Markovian semigroups. We give a sufficient condition for the …
A random dynamical systems perspective on stochastic resonance
We study stochastic resonance in an over-damped approximation of the stochastic Duffing
oscillator from a random dynamical systems point of view. We analyse this problem in the …
oscillator from a random dynamical systems point of view. We analyse this problem in the …
Numerical approximation of random periodic solutions of stochastic differential equations
In this paper, we discuss the numerical approximation of random periodic solutions of
stochastic differential equations (SDEs) with multiplicative noise. We prove the existence of …
stochastic differential equations (SDEs) with multiplicative noise. We prove the existence of …
Backward Euler–Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
Y Wu - Journal of Theoretical Probability, 2023 - Springer
In this paper, we study the existence and uniqueness of the random periodic solution for a
stochastic differential equation with a one-sided Lipschitz condition (also known as …
stochastic differential equation with a one-sided Lipschitz condition (also known as …
Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions
Z Chen, L Cao, L Chen - Numerical Algorithms, 2024 - Springer
This work focuses on the numerical approximations of random periodic solutions of
stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove …
stochastic differential equations (SDEs). Under non-globally Lipschitz conditions, we prove …
Existence of periodic solutions in distribution for stochastic Newtonian systems
X Jiang, Y Li, X Yang - Journal of Statistical Physics, 2020 - Springer
Periodic phenomena such as oscillation have been studied for many years. In this paper, we
verify the stochastic version of Levinson's conjecture, which confirmed the existence of …
verify the stochastic version of Levinson's conjecture, which confirmed the existence of …
[HTML][HTML] Existence of geometric ergodic periodic measures of stochastic differential equations
Periodic measures are the time-periodic counterpart to invariant measures for dynamical
systems and can be used to characterise the long-term periodic behaviour of stochastic …
systems and can be used to characterise the long-term periodic behaviour of stochastic …