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

Author:

Zhan Qingyi

Funder

National Natural Science Foundation of China

NNSFC

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Algebra and Number Theory,Analysis

Reference12 articles.

1. Mao, X: Stochastic Differential Equations and Applications, 2nd edn. Ellis Horwood, Chichester (2008)

2. Milstein, G: Numerical Integration of Stochastic Differential Equations. Kluwer Academic, Dordrecht (1995)

3. Liu, B, Han, Y, Sun, X: Square-mean almost periodic solutions for a class of stochastic integro-differential equations. J. Jilin Univ. Sci. Ed. 51(3), 393-397 (2013)

4. Luo, Y: Random periodic solutions of stochastic functional differential equations. PhD thesis, Loughborough University, Department of Mathematical Sciences (2014)

5. Feng, C, Zhao, H, Zhou, B: Pathwise random periodic solutions of stochastic differential equations. J. Differ. Equ. 251, 119-149 (2011)

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