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Periodic, Quasi-Periodic, Almost Periodic, Almost Automorphic, Birkhoff Recurrent and Poisson Stable Solutions for Stochastic Differential Equations

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 نشر من قبل Zhenxin Liu
 تاريخ النشر 2017
  مجال البحث
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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 $g$.



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