Square-mean almost automorphic solutions for some stochastic differential equations

• Autores: Miaomiao Fu, Zhenxin Liu
• Localización: Proceedings of the American Mathematical Society, ISSN 0002-9939, Vol. 138, Nº 10, 2010, págs. 3689-3701
• Idioma: inglés
• DOI: 10.1090/s0002-9939-10-10377-3
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• Resumen

  • The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the coefficients satisfy some conditions. The asymptotic stability of the unique square-mean almost automorphic solution in the square-mean sense is discussed.