Asymptotically Periodic Solution of a Stochastic Differential Equation

被引：1

作者：

Manou-Abi, Solym Mawaki ^{[1
,2
]}

Dimbour, William ^{[3
]}

机构：

[1] CUFR Mayotte, Dept Sci & Technol, Dembeni, France

[2] Univ Montpellier, CNRS, UMR 5149, Inst Montpellierain Alexander Grothendieck, Montpellier, France

[3] Univ Guyane, UMR Espace Dev, Campus Troubiran, F-97300 Guyane, Fwi, France

来源：

BULLETIN OF THE MALAYSIAN MATHEMATICAL SCIENCES SOCIETY | 2020年 / 43卷 / 01期

关键词：

Square mean asymptotically periodic; Square mean periodic limit; Stochastic differential equation; Semigroup mild solution; AUTOMORPHIC SOLUTIONS; DRIVEN;

D O I：

10.1007/s40840-019-00717-9

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we first introduce the concept and properties of omega-periodic limit process. Then, we apply specific criteria obtained to investigate asymptotically omega-periodicmild solutions of a Stochastic differential equation driven by a Brownian motion. Finally, we give an example to show usefulness of the theoretical results that we obtained in the paper.

引用

页码：911 / 939

页数：29

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