[HTML][HTML] Periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent and Poisson stable solutions for stochastic differential equations

D Cheban, Z Liu - Journal of Differential Equations, 2020 - Elsevier
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity,
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 …

[HTML][HTML] Random periodic processes, periodic measures and ergodicity

C Feng, H Zhao - Journal of Differential Equations, 2020 - Elsevier
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 …

Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations

C Feng, B Qu, H Zhao - Journal of Differential Equations, 2021 - Elsevier
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 …

A random dynamical systems perspective on stochastic resonance

AM Cherubini, JSW Lamb, M Rasmussen, Y Sato - Nonlinearity, 2017 - iopscience.iop.org
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 …

Numerical approximation of random periodic solutions of stochastic differential equations

C Feng, Y Liu, H Zhao - Zeitschrift für angewandte Mathematik und Physik, 2017 - Springer
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 …

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 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 …

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 …

[HTML][HTML] Existence of geometric ergodic periodic measures of stochastic differential equations

C Feng, H Zhao, J Zhong - Journal of Differential Equations, 2023 - Elsevier
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 …