Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.631607
Title: Pathwise anticipating random periodic solutions of SDEs and SPDEs with linear multiplicative noise
Author: Wu, Yue
ISNI:       0000 0004 5357 4796
Awarding Body: Loughborough University
Current Institution: Loughborough University
Date of Award: 2014
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Abstract:
In this thesis, we study the existence of pathwise random periodic solutions to both the semilinear stochastic differential equations with linear multiplicative noise and the semilinear stochastic partial differential equations with linear multiplicative noise in a Hilbert space. We identify them as the solutions of coupled forward-backward infinite horizon stochastic integral equations in general cases, and then perform the argument of the relative compactness of Wiener-Sobolev spaces in C([0, T],L2Ω,Rd)) or C([0, T],L2(Ω x O)) and Schauder's fixed point theorem to show the existence of a solution of the coupled stochastic forward-backward infinite horizon integral equations.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.631607  DOI: Not available
Keywords: Random periodic solution ; Random dynamical system ; Semilinear stochastic partial differential equation ; Linear multiplicative noises ; Coupling method ; Relative compactness ; Malliavin derivative ; Coupled forward-backward infinite horizon stochastic integral equations
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