Square-mean almost automorphic solutions for some stochastic differential equations
Dynamical Systems
2010-01-19 v1 Probability
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 square-mean sense is discussed.
Cite
@article{arxiv.1001.3049,
title = {Square-mean almost automorphic solutions for some stochastic differential equations},
author = {Miaomiao Fu and Zhenxin Liu},
journal= {arXiv preprint arXiv:1001.3049},
year = {2010}
}
Comments
11 pages. Proc AMS, to appear