Frontiers of Mathematics in China >

2018 , Vol. 13 >Issue 4: 779 - 796

DOI: https://doi.org/10.1007/s11464-018-0715-y

RESEARCH ARTICLE

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

  • Xinwei FENG , 1 ,
  • Gaofeng ZONG 2
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  • 1. School of Mathematics, Shandong University, Jinan 250100, China
  • 2. School of Mathematics and Quantitative Economics, Shandong University of Finance and Economics, Jinan 250014, China

Received date: 11 Jan 2016

Accepted date: 16 Jul 2018

Published date: 14 Aug 2018

Copyright

2018 Higher Education Press and Springer-Verlag GmbH Germany, part of Springer Nature
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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.

Key words： Pseudo almost automorphic; square-mean almost automorphic; almost automorphic in distribution; stochastic dierential equation; mild solution; Lévy process

Cite this article

Xinwei FENG , Gaofeng ZONG . Pseudo almost automorphic solution to stochastic differential equation driven by Lévy process[J]. Frontiers of Mathematics in China, 2018 , 13(4) : 779 -796 . DOI: 10.1007/s11464-018-0715-y

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