American Institute of Mathematical Sciences

Advanced
August  2009, 24(3): 1005-1023. doi: 10.3934/dcds.2009.24.1005

Existence theorems for periodic Markov process and stochastic functional differential equations

Daoyi Xu 1, , Yumei Huang 1, and  Zhiguo Yang 2,

1. 

Yangtze center of Mathematics, Sichuan University, Chengdu, Sichuan 610064, China, China
2. 

College of Mathematics and Software Science, Sichuan Normal University, Chengdu 610066, China

Received  October 2007 Revised  July 2008 Published  April 2009

In this paper, an effective existence theorem for periodic Markov process is first established. Using the theorem, we consider a class of periodic $It\hat{o}$ stochastic functional differential equations, and some sufficient conditions for the existence of periodic solution of the equations are given. To overcome the difficulties created by the special features possessed by the periodic stochastic differential equations with delays, as one will see, several lemmas are introduced. These existence theorems are rather general and therefore have great power in applications. Especially, our results are natural generalization of some classical periodic theorems on the model without stochastic perturbation. An example is worked out to demonstrate the advantages of our results.
Keywords: Attracting set., point dissipativity, Stochastic differential equations, Periodic solution, Delays, Markov process.
Mathematics Subject Classification: Primary: 34K50, 37H10, 60H10; Secondary: 34K1.
Citation: Daoyi Xu, Yumei Huang, Zhiguo Yang. Existence theorems for periodic Markov process and stochastic functional differential equations. Discrete & Continuous Dynamical Systems - A, 2009, 24 (3) : 1005-1023. doi: 10.3934/dcds.2009.24.1005
[1]

Min Zhu, Panpan Ren, Junping Li. Exponential stability of solutions for retarded stochastic differential equations without dissipativity. Discrete & Continuous Dynamical Systems - B, 2017, 22 (7) : 2923-2938. doi: 10.3934/dcdsb.2017157
[2]

Shaokuan Chen, Shanjian Tang. Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Mathematical Control & Related Fields, 2015, 5 (3) : 401-434. doi: 10.3934/mcrf.2015.5.401
[3]

Yuncheng You. Pullback uniform dissipativity of stochastic reversible Schnackenberg equations. Conference Publications, 2015, 2015 (special) : 1134-1142. doi: 10.3934/proc.2015.1134
[4]

Arno Berger. Counting uniformly attracting solutions of nonautonomous differential equations. Discrete & Continuous Dynamical Systems - S, 2008, 1 (1) : 15-25. doi: 10.3934/dcdss.2008.1.15
[5]

Yayun Zheng, Xu Sun. Governing equations for Probability densities of stochastic differential equations with discrete time delays. Discrete & Continuous Dynamical Systems - B, 2017, 22 (9) : 3615-3628. doi: 10.3934/dcdsb.2017182
[6]

Artem Dudko. Computability of the Julia set. Nonrecurrent critical orbits. Discrete & Continuous Dynamical Systems - A, 2014, 34 (7) : 2751-2778. doi: 10.3934/dcds.2014.34.2751
[7]

Pingping Niu, Shuai Lu, Jin Cheng. On periodic parameter identification in stochastic differential equations. Inverse Problems & Imaging, 2019, 13 (3) : 513-543. doi: 10.3934/ipi.2019025
[8]

Minoo Kamrani. Numerical solution of partial differential equations with stochastic Neumann boundary conditions. Discrete & Continuous Dynamical Systems - B, 2019, 24 (10) : 5337-5354. doi: 10.3934/dcdsb.2019061
[9]

Changrong Zhu, Bin Long. The periodic solutions bifurcated from a homoclinic solution for parabolic differential equations. Discrete & Continuous Dynamical Systems - B, 2016, 21 (10) : 3793-3808. doi: 10.3934/dcdsb.2016121
[10]

Hermann Brunner. The numerical solution of weakly singular Volterra functional integro-differential equations with variable delays. Communications on Pure & Applied Analysis, 2006, 5 (2) : 261-276. doi: 10.3934/cpaa.2006.5.261
[11]

Tomás Caraballo, Carlos Ogouyandjou, Fulbert Kuessi Allognissode, Mamadou Abdoul Diop. Existence and exponential stability for neutral stochastic integro–differential equations with impulses driven by a Rosenblatt process. Discrete & Continuous Dynamical Systems - B, 2020, 25 (2) : 507-528. doi: 10.3934/dcdsb.2019251
[12]

Vladimir Kazakov. Sampling - reconstruction procedure with jitter of markov continuous processes formed by stochastic differential equations of the first order. Conference Publications, 2009, 2009 (Special) : 433-441. doi: 10.3934/proc.2009.2009.433
[13]

Yong Li, Zhenxin Liu, Wenhe Wang. Almost periodic solutions and stable solutions for stochastic differential equations. Discrete & Continuous Dynamical Systems - B, 2019, 24 (11) : 5927-5944. doi: 10.3934/dcdsb.2019113
[14]

Kai Liu. Stationary solutions of neutral stochastic partial differential equations with delays in the highest-order derivatives. Discrete & Continuous Dynamical Systems - B, 2018, 23 (9) : 3915-3934. doi: 10.3934/dcdsb.2018117
[15]

Carlo Orrieri. A stochastic maximum principle with dissipativity conditions. Discrete & Continuous Dynamical Systems - A, 2015, 35 (11) : 5499-5519. doi: 10.3934/dcds.2015.35.5499
[16]

Hui Liang, Hermann Brunner. Collocation methods for differential equations with piecewise linear delays. Communications on Pure & Applied Analysis, 2012, 11 (5) : 1839-1857. doi: 10.3934/cpaa.2012.11.1839
[17]

Tomás Caraballo, Gábor Kiss. Attractors for differential equations with multiple variable delays. Discrete & Continuous Dynamical Systems - A, 2013, 33 (4) : 1365-1374. doi: 10.3934/dcds.2013.33.1365
[18]

Mohamed Ali Hammami, Lassaad Mchiri, Sana Netchaoui, Stefanie Sonner. Pullback exponential attractors for differential equations with variable delays. Discrete & Continuous Dynamical Systems - B, 2020, 25 (1) : 301-319. doi: 10.3934/dcdsb.2019183
[19]

Ludwig Arnold, Igor Chueshov. Cooperative random and stochastic differential equations. Discrete & Continuous Dynamical Systems - A, 2001, 7 (1) : 1-33. doi: 10.3934/dcds.2001.7.1
[20]

Wansheng Wang, Chengjian Zhang. Analytical and numerical dissipativity for nonlinear generalized pantograph equations. Discrete & Continuous Dynamical Systems - A, 2011, 29 (3) : 1245-1260. doi: 10.3934/dcds.2011.29.1245

2018 Impact Factor: 1.143

Tools

Metrics

  • PDF downloads (54)
  • HTML views (0)
  • Cited by (14)

Other articles
by authors

[Back to Top]

Copyright © 2020 American Institute of Mathematical Sciences