Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

zbMATH Open1288.60073arXiv1208.6384MaRDI QIDQ5409353FDOQ5409353

Omar Mellah, P. Raynaud De Fitte

Publication date: 14 April 2014

Abstract: We show that, contrarily to what is claimed in some papers, the nontrivial solutions of some stochastic differential equations with almost periodic coefficients are never mean square almost periodic (but they can be almost periodic in distribution).

Full work available at URL: https://arxiv.org/abs/1208.6384

File on IPFS (Hint: this is only the Hash - if you get a timeout, this file is not available on our server.)

Recommendations

• Square-mean almost periodic solutions to some singular stochastic differential equations
• scientific article; zbMATH DE number 5243065
• Publication:3201187
• scientific article; zbMATH DE number 1958526
• Asymptotic almost periodic solutions for stochastic differential equations

zbMATH Keywords

Ornstein-Uhlenbeckstochastic evolution equationsemilinear stochastic differential equationsquare-mean almost periodicalmost periodic in distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Almost and pseudo-almost periodic solutions to ordinary differential equations (34C27) Random operators and equations (aspects of stochastic analysis) (60H25)

Cited In (31)

• Besicovitch almost periodic stochastic processes and almost periodic solutions of Clifford-valued stochastic neural networks
• Besicovitch almost automorphic stochastic processes in distribution and an application to Clifford-valued stochastic neural networks
• Almost periodic solutions in distribution of Clifford-valued stochastic recurrent neural networks with time-varying delays
• Pseudo almost automorphic mild solution of nonautonomous stochastic functional integro-differential equations
• Almost periodic solutions in distribution to affine stochastic differential equations driven by a fractional Brownian motion
• Title not available (Why is that?)
• Almost automorphic solutions in distribution for octonion-valued stochastic recurrent neural networks with time-varying delays
• PSEUDO ALMOST PERIODIC IN DISTRIBUTION SOLUTIONS AND OPTIMAL SOLUTIONS TO IMPULSIVE PARTIAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE DELAY
• Poisson \(S^2\)-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise
• Almost automorphy and various extensions for stochastic processes
• Remotely almost periodicity for SDEs under the framework of evolution system
• Periodic solutions for SDEs through upper and lower solutions
• Exponential stability for nonautonomous impulsive neutral partial stochastic evolution equations with delay
• \(p\)-th Besicovitch almost periodic solutions in distribution for semi-linear non-autonomous stochastic evolution equations
• Existence and global attractiveness of a square-mean μ-pseudo almost automorphic solution for some stochastic evolution equation driven by Lévy noise
• Square-mean \(\mu \)-pseudo almost periodic and automophic solutions for a class of semilinear integro-differential stochastic evolution equations
• Almost automorphic solutions for stochastic differential equations driven by Lévy noise
• Almost automorphic solutions in distribution sense for Clifford‐valued stochastic neural network with delays
• Existence of almost automorphic solution in distribution for a class of stochastic integro-differential equation driven by Lévy noise
• Almost periodicity and periodicity for nonautonomous random dynamical systems
• Almost automorphic solutions for mean-field stochastic differential equations driven by fractional Brownian motion
• Exponential stable behavior of a class of impulsive partial stochastic differential equations driven by Lévy noise
• Optimal controls for impulsive partial stochastic differential equations with weighted pseudo almost periodic coefficients
• Pseudo almost automorphic in distribution solutions of semilinear stochastic integro-differential equations by measure theory
• Existence of almost periodic solutions of stochastic differential equations with periodic coefficients
• Asymptotic almost periodic solutions for stochastic differential equations
• Existence and asymptotic behavior of square-mean \(S \)-asymptotically periodic solutions of fractional stochastic evolution equations
• Almost automorphic solution for some stochastic evolution equation driven by Lévy noise with coefficients \(S^{2}\)-almost automorphic
• Doubly-weighted pseudo almost automorphic solutions for nonlinear stochastic differential equations driven by Lévy noise
• Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise
• Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application

This page was built for publication: Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5409353)