ﻻ يوجد ملخص باللغة العربية
In contrast to existing works on stochastic averaging on finite intervals, we establish an averaging principle on the whole real axis, i.e. the so-called second Bogolyubov theorem, for semilinear stochastic ordinary differential equations in Hilbert space with Poisson stable (in particular, periodic, quasi-periodic, almost periodic, almost automorphic etc) coefficients. Under some appropriate conditions we prove that there exists a unique recurrent solution to the original equation, which possesses the same recurrence property as the coefficients, in a small neighborhood of the stationary solution to the averaged equation, and this recurrent solution converges to the stationary solution of averaged equation uniformly on the whole real axis when the time scale approaches zero.
The concept of square-mean almost automorphy for stochastic processes is introduced. The existence and uniqueness of square-mean almost automorphic solutions to some linear and non-linear stochastic differential equations are established provided the
In this paper, we use a unified framework to study Poisson stable (including stationary, periodic, quasi-periodic, almost periodic, almost automorphic, Birkhoff recurrent, almost recurrent in the sense of Bebutov, Levitan almost periodic, pseudo-peri
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
This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval $[0, l]$, where both the fast and slow components are directly perturbed by additive noises. Under some regular conditions
In this note we prove that a fractional stochastic delay differential equation which satisfies natural regularity conditions generates a continuous random dynamical system on a subspace of a Holder space which is separable.