Mean-square numerical approximations to random periodic solutions of stochastic differential equations
文献类型：期刊论文
| 作者 | Zhan, Qingyi1,2 |
| 刊名 | ADVANCES IN DIFFERENCE EQUATIONS
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000367897100005 |
| 出版者 | SPRINGER INTERNATIONAL PUBLISHING AG |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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