Almost periodic solutions of affine ito equations
- 1 January 1989
- journal article
- research article
- Published by Informa UK Limited in Stochastic Analysis and Applications
- Vol. 7 (4), 451-474
- https://doi.org/10.1080/07362998908809194
Abstract
We discuss the problem of the existence of almost periodic in distribution solutions of affine stochastic differential equations with almost periodic coefficients. We prove that if the linear part of the affine equation is exponentially stable in mean square then the unique continuous L2 -bounded solution of the affine system has the onedimensional distributions almost periodic. An analogous result is shown for the asymptotic almost periodic caseKeywords
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