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Periodic solutions of affine stochastic differential equations

 

作者: T. Morozan,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1986）
卷期: Volume 4, issue 1  

页码: 87-110

 

ISSN:0736-2994

 

年代: 1986

 

DOI:10.1080/07362998608809081

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

We discuss the problem of the existence of periodic and stationary solutions of affine stochastic differential equations. We prove that under a controllability condition the system has a periodic solution if and only if the linear part is eyponentially stable in mean square.

 

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