SQUARE-MEAN ALMOST AUTOMORPHIC SOLUTIONS FOR SOME STOCHASTIC DIFFERENTIAL EQUATIONS

被引：118

作者：

Fu, Miaomiao ^{[1
,2
]}

Liu, Zhenxin ^{[1
]}

机构：

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

[2] Changchun Normal Coll, Sch Math, Changchun 130032, Peoples R China

来源：

PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY | 2010年 / 138卷 / 10期

关键词：

Almost automorphy; stochastic differential equations; ALMOST-PERIODIC SOLUTIONS; EXISTENCE;

D O I：

10.1090/S0002-9939-10-10377-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

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.

引用

页码：3689 / 3701

页数：13

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