Periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent and Poisson stable solutions for stochastic differential equations (Q2180593)

This paper studies the semi-linear stochastic differential equation (SDE) \[ dx(t)=(Ax(t)+f(t,x(t)))dt +g(t,x(t))dW(t) \tag{1} \] where $f,g$ are Poisson stable functions in $t$, and $A$ is an exponentially stable linear operator. Conditions on $f$ and $g$ are specified that lead to a proof that SDE (1) has a unique bounded solution. It is established that if in distribution $f$ and $g$ are jointly stationary (respectively, tau-periodic, quasi-periodic, Bohr almost periodic, Bohr almost automorphic, Birkhoff recurrent, Lagrange stable, Levitan almost periodic, almost recurrent, Poisson stable) uniformly in $t$ with respect to $x$ on every bounded subset, then so is the solution of SDE (1). In addition, it is shown that if in distribution \(f\) and \(g\) are also pseudo-periodic (resp. pseudo-recurrent), then so is the solution of SDE (1). Further theorems are proved that give conditions that imply that the solution of SDE (1) is globally asymptotically stable. The paper is concluded by presenting two examples giving applications.