Asymptotically periodic solution of a stochastic differential equation

Abstract : 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.
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https://hal.archives-ouvertes.fr/hal-02063734
Contributor : Solym Manou-Abi <>
Submitted on : Monday, March 11, 2019 - 2:14:31 PM
Last modification on : Thursday, April 4, 2019 - 3:25:35 PM

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Solym Manou-Abi, William Dimbour. Asymptotically periodic solution of a stochastic differential equation. Bulletin of the Malaysian Mathematical Sciences Society, Springer Singapore, In press, pp.1-29. ⟨10.1007/s40840-019-00717-9⟩. ⟨hal-02063734⟩

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