Almost periodic solutions of affine ito equations
作者:
T. Morozan,
C. Tudor,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1989)
卷期:
Volume 7,
issue 4
页码: 451-474
ISSN:0736-2994
年代: 1989
DOI:10.1080/07362998908809194
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We discuss the problem of the existence of almost periodic in distribution solutions of affine stochastic differential equations with almost periodic coefficients. We prove that if the linear part of the affine equation is exponentially stable in mean square then the unique continuous L2-bounded solution of the affine system has the onedimensional distributions almost periodic. An analogous result is shown for the asymptotic almost periodic case
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