吉林大学学报(理学版)

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非自治随机微分方程依概率分布几乎自守解的存在性

叶昕   

  1. 吉林大学 数学学院, 长春 130012
  • 收稿日期:2016-03-29 出版日期:2016-11-26 发布日期:2016-11-29
  • 通讯作者: 叶昕 E-mail:yexin673@jlu.edu.cn

Existence of Probability Distribution of Almost AutomorphicSolutions for Nonautonomous Stochastic Differential Equations

YE Xin   

  1. College of Mathematics, Jilin University, Changchun 130012, China
  • Received:2016-03-29 Online:2016-11-26 Published:2016-11-29
  • Contact: YE Xin E-mail:yexin673@jlu.edu.cn

摘要: 给出随机过程依概率分布几乎自守的定义, 并利用有界线性算子的Yoshida逼近方法, 证明了一类非自治随机微分方程只要其系数满足某种耗散性条件, 则其必存在唯一的依概率分布随机几乎自守解.

关键词: 非自治, 依概率分布几乎自守解, 随机微分方程

Abstract: The author gave the definition of stochastic processes in the probability distribution of almost automorphic. Using Yoshida approximation approach of bounded linear operator, the author proved that if the coefficients of a class of nonautonomous stochastic differential equations satisfied some dissipative conditions, it must exist only in accordance with the probability distribution of stochastic almost automorphic solutions.

Key words: probability distribution of almost automorphic solution, nonautonomous, stochastic differential equation

中图分类号: 

  • O211.63