Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise |
| |
| Authors: | Zhi Li Litan Yan Liping Xu |
| |
| Institution: | 1. College of Information Science and Technology, Donghua University, Songjiang, Shanghai, P.R. China;2. School of Information and Mathematics, Yangtze University, Jingzhou, P.R. China;3. School of Information and Mathematics, Yangtze University, Jingzhou, P.R. China |
| |
| Abstract: | In this paper, we introduce a new concept of Poisson Stepanov-like almost automorphy (or Poisson S2-almost automorphy). Under some suitable conditions on the coefficients, we establish the existence and uniqueness of Stepanov-like almost automorphic mild solution to a class of semilinear stochastic differential equations with infinite dimensional Lévy noise. We further discuss the global asymptotic stability of these solution. Finally, we give an example to illustrate the theoretical results obtained in this paper. |
| |
| Keywords: | Asymptotic stability Lévy noise Stepanov-like almost automorphy stochastic differential equations |
|
|
