Favard separation method for almost periodic stochastic differential equations
Probability
2015-10-22 v2 Dynamical Systems
Abstract
Favard separation method is an important means to study almost periodic solutions to linear differential equations; later, Amerio applied Favard's idea to nonlinear differential equations. In this paper, by appropriate choosing separation and almost periodicity in distribution sense, we obtain the Favard and Amerio type theorems for stochastic differential equations.
Keywords
Cite
@article{arxiv.1506.00241,
title = {Favard separation method for almost periodic stochastic differential equations},
author = {Zhenxin Liu and Wenhe Wang},
journal= {arXiv preprint arXiv:1506.00241},
year = {2015}
}
Comments
23 pages, no figures; added Theorem 4.7, revised a little argument of the proof of Theorem 3.1