数学物理学报 ›› 2023, Vol. 43 ›› Issue (2): 341-354.

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无穷维随机微分方程的渐近概周期解

陈叶君(),丁惠生*()   

  1. 江西师范大学数学与统计学院 南昌 330022
  • 收稿日期:2022-06-22 修回日期:2022-10-17 出版日期:2023-04-26 发布日期:2023-04-17
  • 通讯作者: 丁惠生,E-mail: dinghs@mail.ustc.edu.cn
  • 作者简介:陈叶君,E-mail: chenyejun999@jxnu.edu.cn
  • 基金资助:
    国家自然科学基金(11861037);江西省双千计划(jxsq2019201001);江西省教育厅研究生创新基金(YC2021-B078)

Asymptotically Almost Periodic Solutions for Stochastic Differential Equations in Infinite Dimensions

Chen Yejun(),Ding Huisheng()   

  1. School of Mathematics and Statistics, Jiangxi Normal University, Nanchang 330022
  • Received:2022-06-22 Revised:2022-10-17 Online:2023-04-26 Published:2023-04-17
  • Supported by:
    NSFC(11861037);Double Thousand Plan of Jiangxi Province(jxsq2019201001);Graduate Innovation Fund of Jiangxi Provincial Education Department(YC2021-B078)

摘要:

该文引入了渐近$\theta$ -概周期随机过程的概念, 并在算子半群理论框架下研究了一类带有渐近概周期系数的无穷维随机微分方程, 利用随机分析理论建立了此类随机微分方程渐近$\theta$ -概周期解的存在性. 此外该文还引入了依路径分布渐近概周期过程的概念, 并证明了上述渐近$\theta$ -概周期解还是依路径分布渐近概周期的. 值得注意的是, 在早期的研究结果中, 建立的均是更弱的一维分布渐近概周期解的存在性.

关键词: 依路径分布渐近概周期, 渐近$\theta$ -概周期, 随机微分方程

Abstract:

In this paper, we introduce the notion of asymptotically $\theta$-almost periodic stochastic process and study a class of stochastic differential matrixs in infinite dimensions with asymptotically almost periodic coefficients under the framework of operator semigroup theory. Using stochastic analysis theory, the existence of asymptotically $\theta$-almost periodic solutions of these matrixs is established. In addition, the concept of asymptotically almost periodic process in path distribution is introduced, and we prove that the above solutions are also asymptotically almost periodic in path distribution. It is noteworthy that all the earlier related results only give the existence of asymptotically almost periodic solutions in one-dimensional distribution, which are weaker than asymptotically almost periodic solutions in path distribution.

Key words: Asymptotically almost periodic in path distribution, Asymptotically $\theta$-almost periodic, Stochastic differential matrixs

中图分类号: 

  • O211.63