English

Almost periodic solution in distribution for stochastic differential equations with Stepanov almost periodic coefficients

Probability 2017-10-25 v3 Functional Analysis

Abstract

This paper deals with the existence and uniqueness of (μ\mu-pseudo) almost periodic mild solution to some evolution equations with Stepanov (μ\mu-pseudo) almost periodic coefficients, in both determinist and stochastic cases. After revisiting some known concepts and properties of Stepanov (μ\mu-pseudo) almost periodicity in complete metric space, we consider a semilinear stochastic evolution equation on a Hilbert separable space with Stepanov (μ\mu-pseudo) almost periodic coefficients. We show existence and uniqueness of the mild solution which is (μ\mu-pseudo) almost periodic in 2-distribution. We also generalize a result by Andres and Pennequin, according to which there is no purely Stepanov almost periodic solutions to differential equations with Stepanov almost periodic coefficients.

Keywords

Cite

@article{arxiv.1703.00282,
  title  = {Almost periodic solution in distribution for stochastic differential equations with Stepanov almost periodic coefficients},
  author = {Fazia Bedouhene and Nouredine Challali and Omar Mellah and Paul Raynaud de Fitte and Mannal Smaali},
  journal= {arXiv preprint arXiv:1703.00282},
  year   = {2017}
}