Recent Results on Recurrent Solutions and Limit Distributions of SDEs  

作　　者：Zhenxin Liu 

机构地区：[1]School of Mathematical Sciences and State Key Laboratory of Structural Analysis for Industrial Equipment,Dalian University of Technology,Dalian 116024,P.R.China

出　　处：《Communications in Mathematical Research》2023年第3期476-500,共25页数学研究通讯（英文版）

基　　金：supported by NSFC (Grants 11871132,11925102);Dalian High-level Talent Innovation Project (Grant 2020RD09);Xinghai Jieqing fund from Dalian University of Technology.

摘　　要：The limit distribution for homogeneous Markov processes is studied extensively and well understood,but it is not the case for inhomogeneous Markov processes.In this paper,we review some recent results on inhomogeneous Markov processes generated by non-autonomous stochastic(partial)differential equations(SDE in short).Under some suitable conditions,we show that the distribution of recurrent solutions of SDEs constitutes the limit distribution of the corresponding inhomogeneous Markov processes.

关 键 词：Recurrent solution stochastic differential equation invariant measure Markov process 

分 类 号：O177[理学—数学]