| Autor: |
Chunrong Feng, Huaizhong Zhao, Johnny Zhong |
| Rok vydání: |
2023 |
| Předmět: |
|
| Zdroj: |
Journal of Differential Equations, 2023, Vol.359, pp.67-106 [Peer Reviewed Journal] |
| ISSN: |
0022-0396 |
| DOI: |
10.1016/j.jde.2023.02.022 |
| Popis: |
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems and can be used to characterise the long-term periodic behaviour of stochastic systems. This paper gives sufficient conditions for the existence, uniqueness and geometric convergence of a periodic measure for time-periodic Markovian processes on a locally compact metric space in great generality. In particular, we apply these results in the context of time-periodic weakly dissipative stochastic differential equations, gradient stochastic differential equations as well as Langevin equations. We will establish the Fokker-Planck equation that the density of the periodic measure sufficiently and necessarily satisfies. Applications to physical problems shall be discussed with specific examples. |
| Databáze: |
OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect