Almost Periodic Solutions in Distribution to Affine Stochastic Differential Equations Driven by a Fractional Brownian Motion

被引：1

作者：

Akeb, Tassadit ^{[1
]}

Challali, Nordine ^{[1
]}

Mellah, Omar ^{[1
]}

机构：

[1] Univ Mouloud Mammeri, Fac Sci, Dept Math, Lab Math Pures & Appl, Tizi Ouzou, Algeria

来源：

MEDITERRANEAN JOURNAL OF MATHEMATICS | 2022年 / 19卷 / 02期

关键词：

Fractional Brownian motion; multiple stochastic integral; almost periodic solution; Chaos decomposition; INTEGRATION; CALCULUS; RESPECT;

D O I：

10.1007/s00009-022-01988-6

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The few works devoted to the existence of almost periodicity solutions to stochastic differential equations driven by a fractional Brownian motion impose the following condition: the coefficient of fractional stochastic part is deterministic. In this work, without this condition, using the chaos decomposition approach and the representation of the fractional Brownian motion in terms of a standard Brownian motion. Precisely, we obtain the existence and uniqueness of almost periodic solution in distribution to affine stochastic differential equation driven by a fractional Brownian motion.

引用

页数：32

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