Existence of almost periodic solutions to some stochastic differential equations. (English) Zbl 1130.34033

The concept of \(p\)th-mean almost periodicity for Banach-space-valued stochastic processes is studied. Some preliminary results are applied to verify existence and uniqueness of mean-square almost periodic mild solutions for semilinear stochastic evolution equations \[ dX(t) = [ A X(t) + F(t,X(t)) ] dt + G(t,X(t)) dW(t) \] with mean-square periodic, Lipschitz-continuous nonlinearity \(F\) and driven by Brownian motion \(W\). For this purpose, they make use of well-known Banach’s fixed point principle.


34F05 Ordinary differential equations and systems with randomness
34C27 Almost and pseudo-almost periodic solutions to ordinary differential equations
35B15 Almost and pseudo-almost periodic solutions to PDEs
37L55 Infinite-dimensional random dynamical systems; stochastic equations
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
60H20 Stochastic integral equations
60H25 Random operators and equations (aspects of stochastic analysis)
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