Almost periodic solutions for stochastic differential equations with Levy noise

被引:31
|
作者
Wang, Yan [1 ]
Liu, Zhenxin [1 ]
机构
[1] Jilin Univ, Sch Math, Changchun 130012, Peoples R China
关键词
TOPOLOGICAL DYNAMICS; EXISTENCE;
D O I
10.1088/0951-7715/25/10/2803
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
The concept of Poisson almost periodicity is introduced. The existence and uniqueness of square-mean almost periodic solutions to some linear and semilinear stochastic differential equations with infinite dimensional Levy noise are established provided the coefficients satisfy some suitable conditions. The global asymptotic stability of the unique square-mean almost periodic solution is discussed. To illustrate the theoretical results obtained in this paper, the stochastic heat equation perturbed by both Gaussian noise and Poisson jump dependent on spatial variables is considered.
引用
收藏
页码:2803 / 2821
页数:19
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