Stochastic Periodic Solutions of Stochastic Periodic Differential Equations

Xinhong Zhang, Guixin Hu, Ke Wang

In this paper, the periodic stochastic differential equations are studied. By applying the theory of Lyapunov's second method, contraction mapping principle and establishing new lemmas, the existence and uniqueness of stochastic periodic solutions to stochastic periodic differential equations are obtained. Moreover, several examples are introduced to illustrate our theoretical results.