Almost automorphic solutions for some stochastic differential equations |
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Institution: | 1. Department of Mathematics, Ben-Gurion University of the Negev, Beer-Sheva, 84105, Israel;2. Politecnico di Milano, Dipartimento di Matematica, Via E. Bonardi, 9, Milano, 20133, Italy |
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Abstract: | The concept of distributional almost automorphy for stochastic processes is introduced. The existence and uniqueness of distributionally almost automorphic solutions to some linear and nonlinear stochastic differential equations are established for cases where the coefficients satisfy certain conditions. |
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