摘要
In this paper,we present a new technique to study nonlinear stochastic differential equations with periodic boundary value condition(in the sense of expec- tation).Our main idea is to decompose the stochastic process into a deterministic term and a new stochastic term with zero mean value.Then by using the contraction mapping principle and Leray-Schauder fixed point theorem,we obtain the existence theorem.Finally,we explain our main results by an elementary example.
In this paper, we present a new technique to study nonlinear stochastic differential equations with periodic boundary value condition （in the sense of expectation）. Our main idea is to decompose the stochastic process into a deterministic term and a new stochastic term with zero mean value. Then by using the contraction mapping principle and Leray-Schauder fixed point theorem, we obtain the existence theorem. Finally, we explain our main results by an elementary example.
