اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدFavard separation method for almost periodic stochastic differential equations
170
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Favard separation method is an important means to study almost periodic solutions to linear differential equations; later, Amerio applied Favards idea to nonlinear differential equations. In this paper, by appropriate choosing separation and almost periodicity in distribution sense, we obtain the Favard and Amerio type theorems for stochastic differential equations.
قيم البحث
اقرأ أيضاً
In this paper, we study almost periodic solutions for semilinear stochastic differential equations driven by L{e}vy noise with exponential dichotomy property. Under suitable conditions on the coefficients, we obtain the existence and uniqueness of bo
unded solutions. Furthermore, this unique bounded solution is almost periodic in distribution under slightly stronger conditions. We also give two examples to illustrate our results.
In this paper, we discuss the relationships between stability and almost periodicity for solutions of stochastic differential equations. Our essential idea is to get stability of solutions or systems by some inherited properties of Lyapunov functions
. Under suitable conditions besides Lyapunov functions, we obtain the existence of almost periodic solutions in distribution.
The paper is dedicated to studying the problem of Poisson stability (in particular stationarity, periodicity, quasi-periodicity, Bohr almost periodicity, Bohr almost automorphy, Birkhoff recurrence, almost recurrence in the sense of Bebutov, Levitan
almost periodicity, pseudo-periodicity, pseudo-recurrence, Poisson stability) of solutions for semi-linear stochastic equation $$ dx(t)=(Ax(t)+f(t,x(t)))dt +g(t,x(t))dW(t)quad (*) $$ with exponentially stable linear operator $A$ and Poisson stable in time coefficients $f$ and $g$. We prove that if the functions $f$ and $g$ are appropriately small, then equation $(*)$ admits at least one solution which has the same character of recurrence as the functions $f$ and $g$.
This paper shows that penalized backward stochastic differential equation (BSDE), which is often used to approximate and solve the corresponding reflected BSDE, admits both optimal stopping representation and optimal control representation. The new f
eature of the optimal stopping representation is that the player is allowed to stop at exogenous Poisson arrival times. The convergence rate of the penalized BSDE then follows from the optimal stopping representation. The paper then applies to two classes of equations, namely multidimensional reflected BSDE and reflected BSDE with a constraint on the hedging part, and gives stochastic control representations for their corresponding penalized equations.
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also
the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and stochastic differential delay equations.
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
