Anticipating random periodic solutions I: SDEs with multiplicative linear noise
In this paper, we study the existence of random periodic solutions for semilinear stochastic differential equations. We identify them as solutions of coupled forward–backward infinite horizon stochastic integral equations (IHSIEs), using the “substitution theorem” of stochastic differential equation...
| Main Authors: | , , |
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| 格式: | Journal article |
| 语言: | English |
| 出版: |
Elsevier
2016
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