Periodic measures, transitions and exit times of stochastic differential equations
Periodic measures are the time-periodic counterpart to invariant measures for dynamical systems that can characterise the long-term periodic behaviour of stochastic dynamical systems. In this thesis, sufficient conditions are given for the existence, uniqueness and geometric convergence of periodic...
Saved in:
| Main Author: | |
|---|---|
| Format: | Default Thesis |
| Published: |
2020
|
| Subjects: | |
| Online Access: | https://dx.doi.org/10.26174/thesis.lboro.11651226.v1 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|