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Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
- 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.
- Subjects :
- Statistics and Probability
Class (set theory)
010102 general mathematics
Mathematical analysis
Poisson distribution
01 natural sciences
010101 applied mathematics
Stochastic differential equation
symbols.namesake
Levy noise
Exponential stability
symbols
Applied mathematics
Uniqueness
0101 mathematics
Mathematics
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 47
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi...........82e43a46479668d686efdaaae2dade03