Almost periodic solutions of affine ito equations |
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| Authors: | T. Morozan C. Tudor |
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| Affiliation: | 1. Department of Mathematics , Increst , Bd. Pacii 220, Bucharest, 79622, Romania;2. Faculty of Mathematics , University of Bucharest , Str. Academiei 14, Bucharest, 70109, Romānia |
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| 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 case |
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