Open Access
October 2017 Almost automorphic solutions of semilinear stochastic hyperbolic differential equations in intermediate space
Zhinan Xia
Kodai Math. J. 40(3): 492-517 (October 2017). DOI: 10.2996/kmj/1509415229

Abstract

In this paper, we investigate the existence, uniqueness of almost automorphic in one-dimensional distribution mild solution for semilinear stochastic differential equations driven by Lévy noise. The semigroup theory, fixed point theorem and stochastic analysis technique are the main tools in carrying out proof. Finally, we give one example to illustrate the main findings.

Funding Statement

This research is supported by the National Natural Science Foundation of China (Grant No 11501507).

Citation

Download Citation

Zhinan Xia. "Almost automorphic solutions of semilinear stochastic hyperbolic differential equations in intermediate space." Kodai Math. J. 40 (3) 492 - 517, October 2017. https://doi.org/10.2996/kmj/1509415229

Information

Received: 1 March 2016; Revised: 27 December 2016; Published: October 2017
First available in Project Euclid: 31 October 2017

zbMATH: 06827100
MathSciNet: MR3718494
Digital Object Identifier: 10.2996/kmj/1509415229

Subjects:
Primary: 43A60 , 60H10

Keywords: almost automorphy in one-dimensional distribution , hyperbolic semigroup , intermediate space , Lévy process , Poisson square-mean almost automorphy

Rights: Copyright © 2017 Tokyo Institute of Technology, Department of Mathematics

Vol.40 • No. 3 • October 2017
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