Stochastically periodic solutions of differential equations with operator coefficients (Q808520)

Let \({\mathcal P}\) be the set of periodic processes with period \(\tau\) in a Banach space B. The periodicity stands for periodicity of finite- dimensional distributions of the process. There are given necessary and sufficient conditions for the existence of a unique periodic (or stationary) solution of the equations \[ dx(t)/dt=A(t)x(t)+\xi (t),\quad t\in {\mathbb{R}};\quad d^ 2x(t)/dt^ 2=Tx(t)+\xi (t),\quad t\in {\mathbb{R}}; \] for every process \(\xi \in {\mathcal P}\), where \(T\in {\mathcal L}(B)\), \(A\in {\mathcal C}({\mathbb{R}},{\mathcal L}(B))\) and \(A(t+\tau)=A(t)\), \(t\in {\mathbb{R}}\). The nonlinear equation \[ dx(t)/dt=A(t)x(t)+f(t,x(t),\xi (t)),\quad t\in {\mathbb{R}}, \] is also considered.