1. Solution asymptotiquement périodique d'une classe d'équation différentielle stochastique
- Author
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Solym Mawaki Manou-Abi, William Dimbour, Centre Universitaire de Formation et de Recherche de Mayotte (CUFR), Institut Montpelliérain Alexander Grothendieck (IMAG), Université de Montpellier (UM)-Centre National de la Recherche Scientifique (CNRS), Département Environnement et Ressources [Montpellier] (ESPACE-DEV), and Université de Montpellier (UM)-Université de La Réunion (UR)-Université des Antilles et de la Guyane (UAG)
- Subjects
Stochastic differential equation ,Square-mean periodic limit ,General Mathematics ,[MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS] ,010102 general mathematics ,Process (computing) ,Square-mean asymptotically periodic ,01 natural sciences ,Omega ,010101 applied mathematics ,[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] ,Semigroup Mild solution ,Applied mathematics ,Limit (mathematics) ,0101 mathematics ,Brownian motion ,Mathematics - Abstract
International audience; In this paper, we first introduce the concept and properties of ω-periodic limit process. Then we apply specific criteria obtained to investigate asymptotically ω-periodic mild solutions of a Stochastic Differential Equation driven by a Brownian motion. Finally, we give an example to show usefulness of the theoritical results that we obtain in the paper. MSC : 34C25, 34C27, 60H30, 34 F05.
- Published
- 2019