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arXiv 1908.10015math.PRmath.DS
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Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations

Chunrong Feng, Baoyou Qu, Huaizhong Zhao

英文摘要:

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 existence and uniqueness of random quasi-periodic paths and quasi-periodic measures for stochastic differential equations and a sufficient condition for the density of the quasi-periodic measure to exist and to satisfy the Fokker-Planck equation. We obtain an invariant measure by considering lifted flow and semigroup on cylinder and the tightness of the average of lifted quasi-periodic measures. We further prove that the invariant measure is unique, and thus ergodic.

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