Asymptotically almost automorphic solutions to stochastic differential equations driven by a Lévy process

DOI10.1080/17442508.2016.1178748zbMATH Open1366.60081OpenAlexW2497233421MaRDI QIDQ2833712FDOQ2833712

Authors: Yong Kui Chang, Chao Tang 

Publication date: 25 November 2016

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2016.1178748

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zbMATH Keywords

stochastic differential equationsPoisson asymptotically almost automorphyLévy process

Mathematics Subject Classification ID

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

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• Poisson \(S^2\)-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise
• Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
• Almost automorphic solutions for stochastic differential equations driven by Lévy noise
• Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process
• Almost periodic solutions for stochastic differential equations with Lévy noise
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• Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients \(S^{2}\)-almost automorphic
• Almost automorphic solutions for stochastic differential equations driven by Lévy noise with exponential dichotomy
• Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Lévy noise
• Existence of asymptotically almost automorphic mild solutions for nonautonomous semilinear evolution equations

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