Mean-square numerical approximations to random periodic solutions of stochastic differential equations

doi:10.1186/s13662-015-0626-0

	Mean-square numerical approximations to random periodic solutions of stochastic differential equations
	Zhan, Qingyi 1,2
刊名	ADVANCES IN DIFFERENCE EQUATIONS
	2015-09-17
页码	17
关键词	stochastic differential equation random periodic solutions random Romberg algorithm pullback forward infinite horizon stochastic integral equations
ISSN号	1687-1847
DOI	10.1186/s13662-015-0626-0
英文摘要	This paper is devoted to the possibility of mean-square numerical approximations to random periodic solutions of dissipative stochastic differential equations. The existence and expression of random periodic solutions are established. We also prove that the random periodic solutions are mean-square uniformly asymptotically stable, which ensures the numerical approximations are feasible. The convergence of the numerical approximations by the random Romberg algorithm is also proved to be mean-square. A numerical example is presented to show the effectiveness of the proposed method.
语种	英语
出版者	SPRINGER INTERNATIONAL PUBLISHING AG
WOS记录号	WOS:000367897100005
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/329]
专题	中国科学院数学与系统科学研究院
通讯作者	Zhan, Qingyi
作者单位	1.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, Peoples R China 2.Fujian Agr & Forestry Univ, Coll Comp & Informat Sci, Fuzhou 350002, Peoples R China
推荐引用方式 GB/T 7714	Zhan, Qingyi. Mean-square numerical approximations to random periodic solutions of stochastic differential equations[J]. ADVANCES IN DIFFERENCE EQUATIONS,2015:17.
APA	Zhan, Qingyi.(2015).Mean-square numerical approximations to random periodic solutions of stochastic differential equations.ADVANCES IN DIFFERENCE EQUATIONS,17.
MLA	Zhan, Qingyi."Mean-square numerical approximations to random periodic solutions of stochastic differential equations".ADVANCES IN DIFFERENCE EQUATIONS (2015):17.