Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion

被引：6

作者：

Chen, Feng ^{[1
]}

Yang, Xue ^{[2
,3
,4
]}

机构：

[1] Changchun Univ, Sch Sci, Changchun 130022, Jilin, Peoples R China

[2] Jilin Univ, Coll Math, Changchun 130024, Jilin, Peoples R China

[3] Northeast Normal Univ, Sch Math & Stat, Changchun 130024, Jilin, Peoples R China

[4] Northeast Normal Univ, Ctr Math & Interdisciplinary Sci, Changchun 130024, Jilin, Peoples R China

来源：

MATHEMATISCHE NACHRICHTEN | 2019年 / 292卷 / 05期

基金：

中国国家自然科学基金;

关键词：

almost automorphic solutions; fractional Brownian motion; stochastic differential equations; ALMOST-PERIODIC SOLUTIONS; EXISTENCE; PSEUDO;

D O I：

10.1002/mana.201800017

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper concerns a class of stochastic differential equations driven by fractional Brownian motion. The existence and uniqueness of almost automorphic solutions in distribution are established provided the coefficients satisfy some suitable conditions. To illustrate the results obtained in the paper, a stochastic heat equation driven by fractional Brownian motion is considered.

引用

页码：983 / 995

页数：13

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