Asymptotically periodic solution of a stochastic differential equation
Solution asymptotiquement périodique d'une classe d'équation différentielle stochastique
Résumé
In this paper, we first introduce the concept and properties of ω-periodic limit process. Then we apply specific criteria obtained to investigate asymptotically ω-periodic mild solutions of a Stochastic Differential Equation driven by a Brownian motion. Finally, we give an example to show usefulness of the theoritical results that we obtain in the paper. MSC : 34C25, 34C27, 60H30, 34 F05.
| Origine | Fichiers produits par l'(les) auteur(s) |
|---|
Loading...