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

doi:10.1186/s13662-015-0626-0

CSpace

	Mean-square numerical approximations to random periodic solutions of stochastic differential equations
	Zhan, Qingyi 1,2
	2015-09-17
发表期刊	ADVANCES IN DIFFERENCE EQUATIONS
ISSN	1687-1847
页码	17
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.
关键词	stochastic differential equation random periodic solutions random Romberg algorithm pullback forward infinite horizon stochastic integral equations
DOI	10.1186/s13662-015-0626-0
语种	英语
资助项目	NSFC[11021101] ; NSFC[11290142] ; NSFC[91130003]
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000367897100005
出版者	SPRINGER INTERNATIONAL PUBLISHING AG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/330
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.Fujian Agr & Forestry Univ, Coll Comp & Informat Sci, Fuzhou 350002, Peoples R China 2.Chinese Acad Sci, Inst Computat Math & Sci Engn Comp, Beijing 100190, 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.