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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

Existence of Probability Distribution of Almost Automorphic Solutions for Nonautonomous Stochastic Differential Equations
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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. The author gave the definition of stochastic process almost automorphic. Using Yoshida approximation approach of proved that if the coefficients of a class of nonautonomous stoc some dissipative conditions, it must exist only in accordance es in the probability distrib bounded linear operator, th hastic differential equations with the probability distrib ution of e author satisfied ution of stochastic almost automorphic solutions.
作者 叶昕
出处 《吉林大学学报(理学版)》 CAS CSCD 北大核心 2016年第6期1333-1336,共4页 Journal of Jilin University:Science Edition
关键词 非自治 随机微分方程 依概率分布几乎自守解 nonautonomous stochastic differential equation probability distribution of almost automorphic solution
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