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Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise

Authors :
Litan Yan
Liping Xu
Zhi Li
Source :
Communications in Statistics - Theory and Methods. 47:1350-1371
Publication Year :
2017
Publisher :
Informa UK Limited, 2017.

Abstract

In this paper, we introduce a new concept of Poisson Stepanov-like almost automorphy (or Poisson S2-almost automorphy). Under some suitable conditions on the coefficients, we establish the existence and uniqueness of Stepanov-like almost automorphic mild solution to a class of semilinear stochastic differential equations with infinite dimensional Levy noise. We further discuss the global asymptotic stability of these solution. Finally, we give an example to illustrate the theoretical results obtained in this paper.

Details

ISSN :
1532415X and 03610926
Volume :
47
Database :
OpenAIRE
Journal :
Communications in Statistics - Theory and Methods
Accession number :
edsair.doi...........82e43a46479668d686efdaaae2dade03