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arXiv 1001.3049math.DSmath.PR
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一类随机微分方程的平方平均几乎自守解

Square-mean almost automorphic solutions for some stochastic differential equations

Miaomiao Fu, Zhenxin Liu

摘要:

引入了随机过程的平方均值几乎自同构的概念。在系数满足一定条件下,研究了一类线性和非线性随机微分方程的平方均值几乎自守解的存在唯一性.讨论了唯一的平方均值几乎自守解在平方均值意义下的渐近稳定性。

英文摘要:

The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the coefficients satisfy some conditions. The asymptotic stability of the unique square-mean almost automorphic solution in square-mean sense is discussed.

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