Random periodic solutions and ergodicity for stochastic differential equations

Kenneth Uda; Huaizhong Zhao

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arXiv · 1811.05503

Random periodic solutions and ergodicity for stochastic differential equations

Kenneth Uda·Huaizhong Zhao

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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.

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Kenneth Uda, Huaizhong Zhao. 2018-11-13. Random periodic solutions and ergodicity for stochastic differential equations. https://arxiv.org/abs/1811.05503

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