2104.01423
Random periodic solutions of non-autonomous stochastic differential equations
Zhao Dong, Weili Zhang, Zuohuan Zheng
correcthigh confidence
- Category
- Not specified
- Journal tier
- Specialist/Solid
- Processed
- Sep 28, 2025, 12:56 AM
- arXiv Links
- Abstract ↗PDF ↗
Audit review
The paper proves existence of a random periodic solution for the non-autonomous SDE via an input-to-state operator K and a gain operator Kh, showing Kh is a contraction on a carefully constructed measurable function space and that K(u) at the fixed point is random periodic; it also establishes pullback convergence and flow invariance. The candidate solution follows the same skeleton: defines the same space, proves well-posedness and positivity/monotonicity of K, shows Kh is a contraction under the same small-gain bound L d^2/(-λ) < 1, obtains the unique fixed point, and derives mild-solution, flow-invariance, pullback convergence, and random periodicity. The main differences are stylistic (the paper uses liminf/limsup monotone bounds to deduce the pullback limit, while the candidate uses a Volterra–Grönwall estimate). No substantive logical conflict was found.
Referee report (LaTeX)
\textbf{Recommendation:} minor revisions
\textbf{Journal Tier:} specialist/solid
\textbf{Justification:}
The work is mathematically solid and extends established small-gain/ISS ideas to non-autonomous SDE flows with a clean operator-theoretic approach. It proves existence of random periodic solutions and pullback convergence under natural assumptions. Minor clarifications in definitions and notation would improve readability.