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Square-mean almost automorphic solutions for some stochastic differential equations
Author(s):
Miaomiao
Fu;
Zhenxin
Liu
Journal:
Proc. Amer. Math. Soc.
138
(2010),
3689-3701.
MSC (2010):
Primary 60H25, 34C27, 34F05, 34G20
Posted:
May 6, 2010
MathSciNet review:
2661567
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Additional information
Abstract:
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.
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Additional Information:
Miaomiao
Fu
Affiliation:
College of Mathematics, Jilin University, Changchun 130012, People's Republic of China - and - School of Mathematics, Changchun Normal College, Changchun 130032, People's Republic of China
Email:
mmfucaathy@yahoo.com.cn
Zhenxin
Liu
Affiliation:
College of Mathematics, Jilin University, Changchun 130012, People's Republic of China
Email:
zxliu@jlu.edu.cn
DOI:
10.1090/S0002-9939-10-10377-3
PII:
S 0002-9939(10)10377-3
Keywords:
Almost automorphy,
stochastic differential equations
Received by editor(s):
October 27, 2009
Received by editor(s) in revised form:
January 11, 2010
Posted:
May 6, 2010
Additional Notes:
The second author is partially supported by NSFC Grant 10801059, SRFDP Grant 20070183053, the 985 Program of Jilin University, and the science research fund at Jilin University.
Communicated by:
Yingfei Yi
Copyright of article:
Copyright
2010,
American Mathematical Society
The copyright for this article reverts to public domain after 28 years from publication.
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