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arXiv 2202.09771math.PRmath.DS
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非一致耗散随机微分方程的随机周期解

Random periodic solutions for stochastic differential equations with non-uniform dissipativity

Jianhai Bao, Yue Wu

AI总结:

本文研究非一致耗散随机微分方程随机周期解的存在性与唯一性,通过反射耦合和同步耦合方法,分别处理无记忆及有限/无限时滞情形,证明了分布意义与路径wise意义下的解的存在性。

摘要:

本文关注随机微分方程(SDEs)随机周期解的存在性与唯一性,其中漂移项不必是一致耗散的。一方面,通过反射耦合方法,我们研究了无记忆SDEs在分布意义下随机周期解的存在性,其中漂移仅在长距离上耗散。另一方面,通过同步耦合策略,我们分别建立了具有有限时滞和无限时滞的函数型SDEs的路径wise随机周期解的存在性,其中漂移仅关于时间参数平均耗散而非一致耗散。

英文摘要:

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection coupling approach, we investigate the existence of random periodic solutions in the sense of distribution for SDEs without memory, where the drifts are merely dissipative at long distance. On the other hand, via the synchronous coupling strategy, we establish respectively the existence of pathwise random periodic solutions for functional SDEs with a finite time lag and an infinite time lag, in which the drifts are only dissipative on average rather than uniformly dissipative with respect to the time parameters.

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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