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Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion
Authors:Feng Chen  Xue Yang
Abstract:This paper concerns a class of stochastic differential equations driven by fractional Brownian motion. The existence and uniqueness of almost automorphic solutions in distribution are established provided the coefficients satisfy some suitable conditions. To illustrate the results obtained in the paper, a stochastic heat equation driven by fractional Brownian motion is considered. 1 1 The abstract section is available on the university repository site at http://math.dlut.edu.cn/info/1019/4511.htm .
Keywords:almost automorphic solutions  fractional Brownian motion  stochastic differential equations  34C27  60E05  60H10  93C30
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