Almost automorphic solutions for stochastic differential equations driven by Levy noise

被引：77

作者：

Liu, Zhenxin ^{[1
]}

Sun, Kai ^{[1
]}

机构：

[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China

来源：

JOURNAL OF FUNCTIONAL ANALYSIS | 2014年 / 266卷 / 03期

关键词：

Almost automorphy; Stochastic differential equations; Asymptotic stability; Levy process; ALMOST-PERIODIC SOLUTIONS;

D O I：

10.1016/j.jfa.2013.11.011

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

We introduce the concepts of Poisson square-mean almost automorphy and almost automorphy in distribution. Under suitable conditions on the coefficients, we establish the existence of solutions which are almost automorphic in distribution for some semilinear stochastic differential equations with infinite dimensional Levy noise. We further discuss the global asymptotic stability of these solutions. Finally, to illustrate the theoretical results obtained in this paper, we give several examples. (C) 2013 Elsevier Inc. All rights reserved.

引用

页码：1115 / 1149

页数：35

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