Periodic solution of stochastic process in the distributional sense

2018/04/21 by Guangying Lv, Hui Gao, Lv, Guangying +3
Economics, Econometrics and Finance · Mathematics · #35K20 #60H15 #60H40 #FOS: Mathematics #Mathematical Dynamics and Fractals #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.1804.07895

openalex publication_date 2018/04/21 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we aim to study a stochastic process from a macro point of view, and thus periodic solution of a stochastic process in distributional sense is introduced. We first give the definition and then establish the existence of periodic solution on bounded domain. Lastly, for the case that probability density function exists, we obtain the existence periodic solutions of the probability density function corresponding to the stochastic process by using the technique of deterministic partial differential equations.

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