Random periodic solutions of SDEs: Existence, uniqueness and numerical issues

Author:

Moradi Afsaneh,D’Ambrosio Raffaele

Funder

Istituto Nazionale di Alta Matematica Francesco Severi Gruppo Nazionale per il Calcolo Scientifico

Ministero dell'Istruzione dell'Universita e della Ricerca

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Numerical Analysis

Reference40 articles.

1. Random ergodic theorems;Ulam;Bull Amer Math Soc,1945

2. Random dynamical systems;Arnold,1998

3. Random ordinary differential equations and their numerical solution;Han,2018

4. Random perturbations of dynamical systems;Kifer,1988

5. Stochastic flows and stochastic differential equations;Kunita,1990

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