Continuous dependence of recurrent solutions for stochastic differential equations
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Date
2020-11-17
Authors
Qiu, Haijing
Wang, Yan
Journal Title
Journal ISSN
Volume Title
Publisher
Texas State University, Department of Mathematics
Abstract
Existence, uniqueness and asymptotic stability of recurrent solutions have been investigated extensively for semi-linear stochastic differential equations. In this article, we show that the unique recurrent solution depends continuously on the coefficients of the equation in the compact-open topology or uniform topology, which depends on how the coefficients vary with respect to the parameter.
Description
Keywords
Stochastic differential equation, Continuous dependence, Recurrent solution
Citation
Qiu, H., & Wang, Y. (2020). Continuous dependence of recurrent solutions for stochastic differential equations. <i>Electronic Journal of Differential Equations, 2020</i>(113), pp. 1-9.
Rights
Attribution 4.0 International