On asymptotically periodic solution of a stochastic differential equation

Solym M. Manou-Abi; William Dimbour

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arXiv · 1812.03602

On asymptotically periodic solution of a stochastic differential equation

Solym M. Manou-Abi·William Dimbour

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Abstract

In this paper, we first introduce the concept and properties of {\omega}- periodic limit process. Then we apply specific criteria obtained to investigate asymptotically {\omega}-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.

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BibTeX RIS

Solym M. Manou-Abi, William Dimbour. 2018-12-10. On asymptotically periodic solution of a stochastic differential equation. https://arxiv.org/abs/1812.03602

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