Square-mean almost automorphic solutions for some stochastic differential equations

Fu, Miaomiao; Liu, Zhenxin

doi:10.1090/S0002-9939-10-10377-3

Square-mean almost automorphic solutions for some stochastic differential equations
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by Miaomiao Fu and Zhenxin Liu PDF

Proc. Amer. Math. Soc. 138 (2010), 3689-3701 Request permission

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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