Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process

Abstract

Almost automorphic is a particular case of the recurrent motion, which has been studied in differential equations for a long time. We introduce square-mean pseudo almost automorphic and some of its properties, and then study the pseudo almost automorphic solution in the distribution sense to stochastic differential equation driven by Lévy process.

Keywords

Pseudo almost automorphic / square-mean almost automorphic / almost automorphic in distribution / stochastic dierential equation / mild solution / Lévy process

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