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

Kexue Li

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arXiv · 1404.4954

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

Kexue Li

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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$\acute{e}$vy noise. Moreover, we investigate the global and local exponentially stability of the square-mean weighted pseudo almost automorphic solutions.

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BibTeX RIS

Kexue Li. 2014-04-19. Square-mean weighted pseudo almost automorphic solutions for nonautonomous stochastic differential equations driven by Levy noise. https://arxiv.org/abs/1404.4954

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