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- W3142137050 abstract "In this paper, we study the existence of random periodic solutions for nonlinear stochastic differential equations with additive white noise. We extend the input-to-state characteristic operator of the system to the non-autonomous stochastic differential equation via the pull-back of the discretised stochastic differential equation. We then use the completeness of the measurable function space which we construct skillfully and the Banach fixed point theorem to prove the existence of a fixed point of the gain operator. And we prove that the image for the input-to-state characteristic operator at this fixed point is a random periodic solution for the forward stochastic flow generated by the non-autonomous stochastic differential equation. Finally, we present some examples." @default.
- W3142137050 created "2021-04-13" @default.
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- W3142137050 date "2021-04-03" @default.
- W3142137050 modified "2023-10-16" @default.
- W3142137050 title "Random periodic solutions of non-autonomous stochastic differential equations" @default.
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- W3142137050 doi "https://doi.org/10.48550/arxiv.2104.01423" @default.
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