We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean square almost periodic (but they can be almost periodic in distribution).
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Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350108, Fujian, Peoples R ChinaShanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
Li, Zhong
Han, Maoan
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Shanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R ChinaShanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
Han, Maoan
Chen, Fengde
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Fuzhou Univ, Coll Math & Comp Sci, Fuzhou 350108, Fujian, Peoples R ChinaShanghai Normal Univ, Dept Math, Shanghai 200234, Peoples R China
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Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, KanpurDepartment of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur
Maqbul M.
Bahuguna D.
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Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, KanpurDepartment of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur