Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process

DOI10.1007/S11464-018-0715-YMaRDI QIDQ1787141zbMATH OpenOpenAlexWikidataFDO

Authors Xinwei Feng, Gaofeng Zong

Publication date 4 October 2018

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-018-0715-y

zbMATH Keywords

almost automorphic in distributionLévy processmild solutionpseudo almost automorphicsquare-mean almost automorphicstochastic differential equation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

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• Almost periodic solutions of affine stochastic evolution equations
• Composition of pseudo almost automorphic and asymptotically almost automorphic functions
• Existence of almost periodic solutions to some stochastic differential equations
• Global exponential stability of almost periodic solution for a large class of delayed dynamical systems
• scientific article; zbMATH DE number 3006501 (Why is no real title available?)
• scientific article; zbMATH DE number 1402217 (Why is no real title available?)
• Lévy Processes and Stochastic Calculus
• Pseudo almost periodic solutions of some differential equations
• Square-mean almost automorphic solutions for some stochastic differential equations
• Square-mean pseudo almost automorphic process and its application to stochastic evolution equations
• Stationary and almost periodic solutions of almost periodic affine stochastic differential equations
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Cited in

(8)

• Almost automorphic solutions for stochastic differential equations driven by Lévy noise
• Almost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy
• scientific article; zbMATH DE number 6906928 (Why is no real title available?)
• Recurrence of bounded solutions to a semilinear integro-differential equation perturbed by Lévy noise
• Almost automorphic solutions for stochastic differential equations with state-dependent switching
• Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion
• Existence and uniqueness of square-mean pseudo almost automorphic solution for fractional stochastic evolution equations driven by G-Brownian motion
• Pseudo almost automorphic solutions to delayed McKean-Vlasov integro-differential equations with Lévy noise and its optimal control

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