Asymptotically almost periodic solutions of stochastic functional differential equations

作者：Cao, Junfei; Yang, Qigui^*; Huang, Zaitang; Liu, Qing

来源：Applied Mathematics and Computation, 2011, 218(5): 1499-1511.

DOI：10.1016/j.amc.2011.06.033

• Asymptotically almost periodic solution
• Stochastic functional differential equations
• Exponential stability

In this paper, we investigate a class of stochastic functional differential equations of the form
dx(t) = (Ax(t) F(t, x(t), x(t)))dt G(t, x(t), x(t)) circle dW(t).
Our main results concern the existence and exponential stability of quadratic-mean asymptotically almost periodic mild solutions. An example is given to illustrate our results.

• 出版日期2011-11-1
• 单位华南理工大学; 梧州学院