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Periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent and Poisson stable solutions for stochastic differential equations

发表时间:2020-06-09
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论文类型:
期刊论文
第一作者:
Cheban, David
通讯作者:
Liu, ZX (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.
合写作者:
Liu, Zhenxin
发表时间:
2020-08-05
发表刊物:
JOURNAL OF DIFFERENTIAL EQUATIONS
收录刊物:
SCIE
文献类型:
J
卷号:
269
期号:
4
页面范围:
3652-3685
ISSN号:
0022-0396
关键字:
Stochastic differential equation; Quasi-periodic solution; Bohr/Levitan almost periodic solution; Almost automorphic solution; Birkhoff recurrent solution; Poisson stable solution; Asymptotic stability
摘要:
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of Bebutov, Levitan almost periodicity, pseudo-periodicity, pseudo-recurrence, Poisson stability) of solutions for semi-linear stochastic equation dx(t) = (Ax(t) + f(t, x(t)))dt + g(t, x(t))dW(t) (*) with exponentially stable linear operator A and Poisson stable in time coefficients f and g. We prove that if the functions f and g are appropriately "small", then equation (*) admits at least one solution which has the same character of recurrence as the functions f and g. We also discuss the asymptotic stability of these Poisson stable solutions. (C) 2020 Elsevier Inc. All rights reserved.
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