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Asymptotically periodic solution of a stochastic differential equation
Article de revue   Open Access   Avec comité de lecture

Asymptotically periodic solution of a stochastic differential equation

Solym Manou-Abi et William Dimbour
Bulletin of the Malaysian Mathematical Sciences Society, pp.1-29
10/01/2019
DOI: https://doi.org/10.1007/s40840-019-00717-9

Résumé

Semigroup Mild solution Square-mean periodic limit Stochastic differential equation Square-mean asymptotically periodic
In this paper, we first introduce the concept and properties of ω-periodic limit process. Then we apply specific criteria obtained to investigate asymptotically ω-periodic mild solutions of a Stochastic Differential Equation driven by a Brownian motion. Finally, we give an example to show usefulness of the theoritical results that we obtain in the paper. MSC : 34C25, 34C27, 60H30, 34 F05.

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