TY - JOUR
T1 - Recent Results on Recurrent Solutions and Limit Distributions of SDEs
AU - Liu , Zhenxin
JO - Communications in Mathematical Research 
VL - 3
SP - 476
EP - 500
PY - 2023
DA - 2023/04
SN - 39
DO - http://doi.org/10.4208/cmr.2022-0036
UR - https://global-sci.org/intro/article_detail/cmr/21611.html
KW - Recurrent solution, stochastic differential equation, invariant measure, Markov process.
AB - <p style="text-align: justify;">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.</p>