Omar Mellah, Paul Raynaud de Fitte
Abstract:
We show that, contrarily to what is claimed in some papers,
the nontrivial solutions of some stochastic differential
equations with almost periodic coefficients are never
mean square almost periodic (but they can be almost periodic
in distribution).
Submitted September 18, 2012. Published April 5, 2013.
Math Subject Classifications: 34C27, 60H25, 34F05, 60H10.
Key Words: Square-mean almost periodic;
almost periodic in distribution; Ornstein-Uhlenbeck;
semilinear stochastic differential equation;
stochastic evolution equation.
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Omar Mellah Department of Mathematics Faculty of Sciences University of Tizi-Ouzou, Algeria. Normandie Univ, Lab. Rapha\"el Salem UMR CNRS 6085, Rouen, France email: omellah@yahoo.fr |
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Paul Raynaud de Fitte Normandie Univ., Laboratoire Rapha\"el Salem UMR CNRS 6085, Rouen, France email: prf@univ-rouen.fr |
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