Continuous dependence of recurrent solutions for stochastic differential equations

dc.contributor.authorQiu, Haijing
dc.contributor.authorWang, Yan
dc.date.accessioned2021-10-08T19:37:08Z
dc.date.available2021-10-08T19:37:08Z
dc.date.issued2020-11-17
dc.description.abstractExistence, 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.
dc.description.departmentMathematics
dc.formatText
dc.format.extent9 pages
dc.format.medium1 file (.pdf)
dc.identifier.citationQiu, 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.
dc.identifier.issn1072-6691
dc.identifier.urihttps://hdl.handle.net/10877/14624
dc.language.isoen
dc.publisherTexas State University, Department of Mathematics
dc.rightsAttribution 4.0 International
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/
dc.sourceElectronic Journal of Differential Equations, 2020, San Marcos, Texas: Texas State University and University of North Texas.
dc.subjectStochastic differential equation
dc.subjectContinuous dependence
dc.subjectRecurrent solution
dc.titleContinuous dependence of recurrent solutions for stochastic differential equations
dc.typeArticle

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