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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…

Dynamical Systems · Mathematics 2010-01-19 Miaomiao Fu , Zhenxin Liu

In this paper, we introduce the concept of $S^{2}$-weighted pseudo almost automorphy for stochastic processes. We study the existence and uniqueness of square-mean weighted pseudo almost automorphic solutions for the semilinear stochastic…

Probability · Mathematics 2014-06-17 Kexue Li , Jigen Peng

In this paper, we introduce the concepts of Poisson square-mean almost automorphy and Poisson square-mean weighted pseudo almost automorphy. Using the theory of evolution family and stochastic analysis techniques, we establish the existence…

Probability · Mathematics 2014-04-22 Kexue Li

This work deals with almost automorphy of distributions. We give characterizations and main properties of these distributions. We also study the existence of distributional almost automorphic solutions of linear difference-differential…

Functional Analysis · Mathematics 2016-06-17 Chikh Bouzar , Fatima Zohra Tchouar

This paper deals with the existence and uniqueness of ($\mu$-pseudo) almost periodic mild solution to some evolution equations with Stepanov ($\mu$-pseudo) almost periodic coefficients, in both determinist and stochastic cases. After…

Probability · Mathematics 2017-10-25 Fazia Bedouhene , Nouredine Challali , Omar Mellah , Paul Raynaud de Fitte , Mannal Smaali

In this article we introduce a class of discontinuous almost automorphic functions which appears naturally in the study of almost automorphic solutions of differential equations with piecewise constant argument. Their fundamental properties…

Classical Analysis and ODEs · Mathematics 2013-06-06 A. Chavez , S. Castillo , M. Pinto

In this paper, we use the variational approach to investigate recurrent properties of solutions for stochastic partial differential equations, which is in contrast to the previous semigroup framework. Consider stochastic differential…

Dynamical Systems · Mathematics 2019-11-07 Mengyu Cheng , Zhenxin Liu

When the evolution familiy is hyperbolic and satisfies the Acquistapace-Terreni conditions, the existence and uniquenness of an almost automorphic mild solution and a weighted pseudo almost automorphic mild solution in distribution of…

Probability · Mathematics 2022-08-15 Moustapha Dieye , Amadou Diop , Mamadou Moustapha Mbaye , Mark A. McKibben

In this paper, we introduce concepts of pathwise random almost periodic and almost automorphic solutions for dynamical systems generated by non-autonomous stochastic equations. These solutions are pathwise stochastic analogues of…

Dynamical Systems · Mathematics 2014-05-27 Bixiang Wang

We focus on the presence of almost automorphy in strongly monotone skew-product semiflows on Banach spaces. Under the $C^1$-smoothness assumption, it is shown that any linearly stable minimal set must be almost automorphic. This extends the…

Dynamical Systems · Mathematics 2022-03-09 Yi Wang , Jinxiang Yao

The main goal of this work is to relate weak and pathwise mild solutions for parabolic quasilinear stochastic partial differential equations (SPDEs). Extending in a suitable way techniques from the theory of nonautonomous semilinear SPDEs…

Probability · Mathematics 2020-08-25 Gaurav Dhariwal , Florian Huber , Alexandra Neamţu

We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean square almost periodic (but they can be almost periodic in…

Probability · Mathematics 2013-04-09 Omar Mellah , Paul Raynaud De Fitte

Stochastic partial differential equations (SPDEs) have become a key modelling tool in applications. Yet, there are many classes of SPDEs, where the existence and regularity theory for solutions is not completely developed. Here we…

Probability · Mathematics 2018-10-05 Christian Kuehn , Alexandra Neamtu

We study the homogenization property of systems of quasi-linear PDEs of parabolic type with periodic coefficients, highly oscillating drift and highly oscillating nonlinear term. To this end, we propose a probabilistic approach based on the…

Probability · Mathematics 2007-05-23 Francois Delarue

Existence of almost automorphic solutions for abstract delayed differential equations is established. Using ergodicity, exponential dichotomy and Bi-almost automorphicity on the homogeneous part, sufficient conditions for the existence and…

Dynamical Systems · Mathematics 2016-03-29 Aníbal Coronel , Christopher Maulén , Manuel Pinto , Daniel Sepulveda

In this paper, using the subvariant functional method due to Favard \cite{Favard}, we prove the existence of aunique compact almost automorphic solution for a class of semilinear evolution equations in Banach spaces. More specifically, we…

Analysis of PDEs · Mathematics 2020-04-09 Brahim Es-sebbar , Khalil Ezzinbi , Kamal Khalil

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…

Probability · Mathematics 2012-05-08 Marcel Nutz

Asymptotic almost automorphy is introduced and studied in the context of some algebras of generalized functions. We also give applications to neutral difference differential systems in the framework of such generalized functions.

Functional Analysis · Mathematics 2022-02-10 Chikh Bouzar , Meryem Slimani

We study fully nonlinear second-order (forward) stochastic partial differential equations (SPDEs). They can also be viewed as forward path-dependent PDEs (PPDEs) and will be treated as rough PDEs (RPDEs) under a unified framework. We…

Probability · Mathematics 2018-10-02 Rainer Buckdahn , Christian Keller , Jin Ma , Jianfeng Zhang
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