Random periodic solutions and ergodicity for stochastic differential equations

Abstract

In this paper, we establish some sufficient conditions for the existence of stable random periodic solutions of stochastic differential equations and ergodicity in the random periodic regime. The techniques involve the existence of Lyapunov type function, using two-point generator of the stochastic flow map, strong Feller argument and weak convergence.

References in corpus (5)

• Random Periodic Solutions of Random Dynamical Systems
• Pathwise Random Periodic Solutions of Stochastic Differential Equations
• Stationary Solutions of SPDEs and Infinite Horizon BDSDEs
• Random Periodic Solutions of SPDEs via Integral Equations and Wiener-Sobolev Compact Embedding
• Existence of random invariant periodic curves via random semiuniform ergodic theorem

Cited by in corpus (1)

• Averaging principle for stochastic differential equations in the random periodic regime