Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations (Q391497): Difference between revisions
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This paper deals with the existence and uniqueness of square-mean weighted pseudo almost automorphic mild solutions for non-autonomous stochastic evolution equations and with the stability properties of such solutions. The authors introduce several definitions on some abstract spaces, the square-mean weighted pseudo almost automorphic stochastic processes and the square-mean bi-almost automorphic processes, and some results on the completeness and composition of the space that consists of the square-mean weighted pseudo almost automorphic stochastic processes. For the non-autonomous linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t)dt+\gamma(t)dW(t), \] where \(f\) and \(\gamma\) are stochastic processes, and \(W(t)\) is a two-sided standard one-dimensional Brownian motion the existence and uniqueness of square-mean almost automorphic mild solution is proved and existence of a square-mean weighted pseudo almost automorphic mild solution is established. For the non-autonomous non-linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t,x(t))dt+\gamma(t,x(t))dW(t) \] the authors prove the existence, uniqueness, local and global stability of the square-mean weighted pseudo almost automorphic mild solutions under either global or only local Lipschitz conditions. The boundedness of the attractive domain is estimated for the case of local Lipschitz conditions. Two illustrative examples are presented. | |||
Property / review text: This paper deals with the existence and uniqueness of square-mean weighted pseudo almost automorphic mild solutions for non-autonomous stochastic evolution equations and with the stability properties of such solutions. The authors introduce several definitions on some abstract spaces, the square-mean weighted pseudo almost automorphic stochastic processes and the square-mean bi-almost automorphic processes, and some results on the completeness and composition of the space that consists of the square-mean weighted pseudo almost automorphic stochastic processes. For the non-autonomous linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t)dt+\gamma(t)dW(t), \] where \(f\) and \(\gamma\) are stochastic processes, and \(W(t)\) is a two-sided standard one-dimensional Brownian motion the existence and uniqueness of square-mean almost automorphic mild solution is proved and existence of a square-mean weighted pseudo almost automorphic mild solution is established. For the non-autonomous non-linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t,x(t))dt+\gamma(t,x(t))dW(t) \] the authors prove the existence, uniqueness, local and global stability of the square-mean weighted pseudo almost automorphic mild solutions under either global or only local Lipschitz conditions. The boundedness of the attractive domain is estimated for the case of local Lipschitz conditions. Two illustrative examples are presented. / rank | |||
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Property / reviewed by | |||
Property / reviewed by: Aleksandr D. Borisenko / rank | |||
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Property / Mathematics Subject Classification ID: 34F05 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34C27 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34D23 / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 34G20 / rank | |||
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Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6244275 / rank | |||
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square-mean weighted pseudo almost automorphic stochastic process | |||
Property / zbMATH Keywords: square-mean weighted pseudo almost automorphic stochastic process / rank | |||
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mild solution | |||
Property / zbMATH Keywords: mild solution / rank | |||
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non-autonomous stochastic evolution equations | |||
Property / zbMATH Keywords: non-autonomous stochastic evolution equations / rank | |||
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global and local Lipschitz condition | |||
Property / zbMATH Keywords: global and local Lipschitz condition / rank | |||
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local and global stability | |||
Property / zbMATH Keywords: local and global stability / rank | |||
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attractive domain | |||
Property / zbMATH Keywords: attractive domain / rank | |||
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Revision as of 14:13, 29 June 2023
scientific article
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English | Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations |
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Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations (English)
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10 January 2014
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This paper deals with the existence and uniqueness of square-mean weighted pseudo almost automorphic mild solutions for non-autonomous stochastic evolution equations and with the stability properties of such solutions. The authors introduce several definitions on some abstract spaces, the square-mean weighted pseudo almost automorphic stochastic processes and the square-mean bi-almost automorphic processes, and some results on the completeness and composition of the space that consists of the square-mean weighted pseudo almost automorphic stochastic processes. For the non-autonomous linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t)dt+\gamma(t)dW(t), \] where \(f\) and \(\gamma\) are stochastic processes, and \(W(t)\) is a two-sided standard one-dimensional Brownian motion the existence and uniqueness of square-mean almost automorphic mild solution is proved and existence of a square-mean weighted pseudo almost automorphic mild solution is established. For the non-autonomous non-linear stochastic evolution equation \[ dx(t)=A(t)x(t)dt+f(t,x(t))dt+\gamma(t,x(t))dW(t) \] the authors prove the existence, uniqueness, local and global stability of the square-mean weighted pseudo almost automorphic mild solutions under either global or only local Lipschitz conditions. The boundedness of the attractive domain is estimated for the case of local Lipschitz conditions. Two illustrative examples are presented.
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square-mean weighted pseudo almost automorphic stochastic process
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mild solution
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non-autonomous stochastic evolution equations
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global and local Lipschitz condition
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local and global stability
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attractive domain
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