Square-mean weighted pseudo almost automorphic solutions for nonautonomous stochastic differential equations driven by Levy noise

2014/04/19 by Kexue Li, Li, Kexue
Mathematics · #FOS: Mathematics #Probability (math.PR) #math.PR

paper · pdf · doi:10.48550/arxiv.1404.4954

arxiv created 2014/04/19 · arxiv updated 2014/04/22

Abstract

In this paper, we introduce the concepts of Poisson square-mean almost automorphy and Poisson square-mean weighted pseudo almost automorphy. Using the theory of evolution family and stochastic analysis techniques, we establish the existence and uniqueness results of square-mean weighted pseudo almost automorphic solutions for some linear and semilinear nonautonomous stochastic differential equations driven by L\acuteevy noise. Moreover, we investigate the global and local exponentially stability of the square-mean weighted pseudo almost automorphic solutions.

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