Almost automorphic solutions for stochastic differential equations driven by Levy noise

作者：Liu, Zhenxin^*; Sun, Kai

来源：Journal of Functional Analysis, 2014, 266(3): 1115-1149.

DOI：10.1016/j.jfa.2013.11.011

• Almost automorphy
• Stochastic differential equations
• Asymptotic stability
• Levy process

We introduce the concepts of Poisson square-mean almost automorphy and almost automorphy in distribution. Under suitable conditions on the coefficients, we establish the existence of solutions which are almost automorphic in distribution for some semilinear stochastic differential equations with infinite dimensional Levy noise. We further discuss the global asymptotic stability of these solutions. Finally, to illustrate the theoretical results obtained in this paper, we give several examples.

• 出版日期2014-2-1
• 单位吉林大学