Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations (Q391497)

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 NEWLINE\[NEWLINEdx(t)=A(t)x(t)dt+f(t)dt+\gamma(t)dW(t),NEWLINE\]NEWLINE 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 NEWLINE\[NEWLINEdx(t)=A(t)x(t)dt+f(t,x(t))dt+\gamma(t,x(t))dW(t)NEWLINE\]NEWLINE 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.