Random periodic solutions for stochastic differential equations with non-uniform dissipativity

Bao, Jianhai and Wu, Yue (2022) Random periodic solutions for stochastic differential equations with non-uniform dissipativity. Other. arXiv.org, Ithaca, N.Y.. (https://doi.org/10.48550/arXiv.2202.09771)

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Abstract

This paper is concerned with the existence and uniqueness of random periodic solutions for stochastic differential equations (SDEs), where the drift terms involved need not to be uniformly dissipative. On the one hand, via the reflection coupling approach, we investigate the existence of random periodic solutions in the sense of distribution for SDEs without memory, where the drifts are merely dissipative at long distance. On the other hand, via the synchronous coupling strategy, we establish respectively the existence of pathwise random periodic solutions for functional SDEs with a finite time lag and an infinite time lag, in which the drifts are only dissipative on average rather than uniformly dissipative with respect to the time parameters.

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