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

Omar Mellah; Paul Raynaud De Fitte

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arXiv · 1208.6384

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

Omar Mellah·Paul Raynaud De Fitte

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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).

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Omar Mellah, Paul Raynaud De Fitte. 2012-08-31. Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients. https://arxiv.org/abs/1208.6384

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