Article
Keywords:
trajectory of an almost periodic flow; uniform asymptotic stability; Itô equations; periodic and almost periodic flows; asymptotically almost periodic solution
Summary:
Under the uniform asymptotic stability of a finite dimensional Ito equation with periodic coefficients, the asymptotically almost periodicity of the $l^p$-bounded solution and the existence of a trajectory of an almost periodic flow defined on the space of all probability measures are established.
References:
[1] A. Halanay T. Morozan, C. Tudor:
Bounded solutions of affine stochastic differential equations and stability. Časopis pro pěstování matematiky 111 (1986), 127-136.
MR 0847312
[4] N. Ikeda, S. Watanabe:
Stochastic Differential Equations and Diffusion Processes. North Holland, 1981.
MR 1011252 |
Zbl 0495.60005
[5] R. Khasminskii: Stability of Differential Equations under Random Perturbations. Nauka, 1969. (In russian.)
[7] T. Morozan:
Bounded and periodic solutions of affine stochastic differential equations. Studii si Cercetari Matematice 38 (1986), 523-527.
MR 0878757 |
Zbl 0623.60075
[8] W. Römisch, A. Wakolbinger: On convergence rates of approximate solutions of stochastic equations. Lect. Notes in Control and Information Sciences 96, Springer-Verlag, 1986.
[10] D. V. Stroock, S. R. Varadhan:
Multidimensional Diffusion Processes. Springer-Verlag, 1979.
MR 0532498 |
Zbl 0426.60069