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arXiv 2104.01423math.DSmath.PR
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非自治随机微分方程的随机周期解

Random periodic solutions of non-autonomous stochastic differential equations

Zhao Dong, Zuohuan Zheng, Weili Zhang

摘要:

本文研究了带加性白噪声的非线性随机微分方程随机周期解的存在性。通过对离散后的随机微分方程的拉回,将系统的输入-状态特征算子推广到非自治的随机微分方程.然后利用我们巧妙构造的可测函数空间的完备性和Banach不动点定理证明了增益算子的不动点的存在性。证明了输入-状态特征算子在该不动点处的映象是由非自治随机微分方程产生的正向随机流的随机周期解.最后,我们提出了一些例子。

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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