Poisson $S^2$-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise

Xueqin Li; Chao Tang; Tianmin Huang

doi:10.3934/dcdsb.2018282

Article Contents

2018, Volume 23, Issue 8: 3309-3345. Doi: 10.3934/dcdsb.2018282

This issue Previous Article Global Kneser solutions to nonlinear equations with indefinite weight Next Article Exponential stability of SDEs driven by $G$-Brownian motion with delayed impulsive effects: average impulsive interval approach

Poisson $S^2$-almost automorphy for stochastic processes and its applications to SPDEs driven by Lévy noise

1.
School of Electrical Engineering, Southwest Jiaotong University, Chengdu 610031, China
2.
College of Mathematics, Sichuan University, Chengdu 610064, China
3.
School of Mathematics, Southwest Jiaotong University, Chengdu 610031, China

* Corresponding author: Xueqin Li, lixueqingk@163.com
* Corresponding author: Xueqin Li, lixueqingk@163.com

Received: March 2017

Revised: January 2018

Early access: August 21, 2018

Published online: August 21, 2018

The second author is supported by the Fundamental Research Funds for the Central universities (2012017yjsy139)

Abstract / Introduction Full Text(HTML) Related Papers Cited by

Abstract

In this paper, we introduce and study the concepts and properties of Poisson Stepanov-like almost automorphy (or Poisson $S^2$-almost automorphy) for stochastic processes. With appropriate conditions, we apply the results obtained to investigate the asymptotic behavior of the soulutions to SPDEs driven by Lévy noise under $S^2$-almost automorphic coefficients without global Lipschitz conditions. Moreover, the local asymptotic stability of the solutions under local Lipschitz condition is discussed and the attractive domain is also given. Finally, an illustrative example is provided to justify the practical usefulness of the established theoretical results.

Keywords:

Mathematics Subject Classification: Primary: 34C27, 34D23, 34F05; Secondary: 60H30.

Citation:

Full Text(HTML)

Related Papers

Cited by

References

	S. Abbas and D. Bahuguna , Almost periodic solutions of neutral functional differential equations, Comput. Math. Appl., 55 (2008) , 2593-2601. doi: 10.1016/j.camwa.2007.10.011.
	D. Applebaum, Lévy Process and Stochastic Calculus, 2$^{nd}$ edition, Cambridge University Press, 2009. doi: 10.1017/CBO9780511809781.
	P. Bezandry and T. Diagana , Existence of $S^2$-almost periodic solutions to a class of nonautonomous stochastic evolution equations, Electron. J. Qual. Theory Differ. Equ., 35 (2008) , 1-19.
	S. Bochner , A new approach to almost automorphicity, Proc.Natl. Acad. Sci. USA, 48 (1962) , 2039-2043. doi: 10.1073/pnas.48.12.2039.
	S. Bochner , Continuous mappings of almost automorphic and almost periodic functions, Proc. Natl. Acad. Sci. USA, 52 (1964) , 907-910. doi: 10.1073/pnas.52.4.907.
	Y. K. Chang , Z. H. Zhao and G. M. N'Guérékata , A new composition theorem for square-mean almost automorphic functions and applications to stochastic differential equations, Nonlinear Anal., 74 (2011) , 2210-2219. doi: 10.1016/j.na.2010.11.025.
	Y. K. Chang , Z. H. Zhao , G. M. N'Guérékata and R. Ma , Stepanov-like almost automorphy for stochastic processes and applications to stochastic differential equations, Nonlinear Anal. RWA, 12 (2011) , 1130-1139. doi: 10.1016/j.nonrwa.2010.09.007.
	Y. K. Chang , Z. H. Zhao and G. M. N'Guérékata , Square-mean almost automorphic mild solutions to non-autonomous stochastic differential equations in Hilbert spaces, Comput. Math. Appl., 61 (2011) , 384-391. doi: 10.1016/j.camwa.2010.11.014.
	Y. K. Chang , G. M. N'Guérékata and R. Zhang , Stepanov-like weighted pseudo almost automorphic functions via measure theory, Bull. Malays. Math. Sci. Soc., 39 (2016) , 1005-1041. doi: 10.1007/s40840-015-0206-1.
	Z. Chen and W. Lin , Square-mean pseudo almost automorphic process and its application to stochastic evolution equations, J. Funct. Anal., 261 (2011) , 69-89. doi: 10.1016/j.jfa.2011.03.005.
	Z. Chen and W. Lin , Square-mean weighted pseudo almost automorphic solutions for non-autonomous stochastic evolution equations, J. Math. Pures Appl., 100 (2013) , 476-504. doi: 10.1016/j.matpur.2013.01.010.
	T. Diagana and G. M. N'Guérékata , Almost automorphic solutions to some classes of partial evolution equations, Appl. Math. Lett., 20 (2007) , 462-466. doi: 10.1016/j.aml.2006.05.015.
	T. Diagana and G. M. N'Guérékata , Stepanov-like almost automorphic functions and applications to some semilinear equations, Appl. Anal., 86 (2007) , 723-733. doi: 10.1080/00036810701355018.
	T. Diagana , Evolution equations in generalized Stepanov-like pseudo almost automorphic spaces, Electron. J. Diff. Equ., 2012 (2012) , 1-19.
	R. M. Dudley, Real Analysis and Probability, 2$^{nd}$ edition, Cambridge University Press, 2002. doi: 10.1017/CBO9780511755347.
	M. M. Fu and Z. X. Liu , Square-mean almost automorphic solutions for some stochastic differential equations, Proc. Amer. Math. Soc., 138 (2010) , 3689-3701. doi: 10.1090/S0002-9939-10-10377-3.
	G. M. N'Guérékata, Almost Automorphic and Almost Periodic Functions in Abstract Spaces, Kluwer Academic, New York, 2001. doi: 10.1007/978-1-4757-4482-8.
	G. M. N'Guérékata, Topics in Almost Automorphy, Springer, New York, Boston Dordrecht, London, Moscow, 2005.
	G. M. N'Guérékata , Existence and uniqueness of almost automorphic mild solutions to some semilinear abstract differential equations, Semigroup Forum, 69 (2004) , 80-86. doi: 10.1007/s00233-003-0021-0.
	E. Hernández and H. K. Henríquez , Existence of periodic solutions of partial neutral functional differential equations with unbounded delay, J. Math. Anal. Appl., 221 (1998) , 499-522. doi: 10.1006/jmaa.1997.5899.
	P. Kalamani, D. Baleanu, S. Selvarasu and M. Mallika Arjunan, On existence results for impulsive fractional neutral stochastic integro-differential equations with nonlocal and state-dependent delay conditions, Adv. Differ. Equ. , 2016 (2016), Article Number 163, 36pp. doi: 10.1186/s13662-016-0885-4.
	M. Kerboua, A. Debbouche and D. Baleanu, Approximate controllability of sobolev type nonlocal fractional stochastic dynamic systems in Hilbert spaces, Abstract and Applied Analysis, 2013 (2013), Article ID 262191, 10 pages.
	H. Lee and H. Alkahby , Stepanov-like almost automorphic solutions of nonautonomous semilinear evolution equations with delay, Nonlinear Anal., 69 (2008) , 2158-2166. doi: 10.1016/j.na.2007.07.053.
	K. X. Li , Weighted pseudo almost automorphic solutions for nonautonomous SPDEs driven by Lévy noise, J. Math. Anal. Appl., 427 (2015) , 686-721. doi: 10.1016/j.jmaa.2015.02.071.
	Z. X. Liu and K. Sun , Almost automorphic solutions for stochastic differential equations driven by Lévy noise, J. Funct. Anal., 266 (2014) , 1115-1149. doi: 10.1016/j.jfa.2013.11.011.
	O. Mellah and P. Raynaud de Fitte , Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients, Electron. J. Differential Equations, 2013 (2013) , 1-7.
	S. Peszat, J. Zabczyk, Stochastic Partial Differential Equations with Lévy Noise, Cambridge University Press, 2007. doi: 10.1017/CBO9780511721373.
	K. I. Sato, Lévy Processes and Infinite Divisibility, Cambridge University Press, 1999.
	C. Tang and Y. K. Chang , Stepanov-like weighted asymptotic behavior of solutions to some stochastic differential equations in Hilbert spaces, Appl. Anal., 93 (2014) , 2625-2646. doi: 10.1080/00036811.2014.880780.
	Y. Wang and Z. Liu , Almost periodic solutions for stochastic differential equations with Lévy noise, Nonlinearity, 25 (2012) , 2803-2821. doi: 10.1088/0951-7715/25/10/2803.
	R. Zhang , Y. K. Chang and G. M. N'Guérékata , New composition theorems of Stepanov-like weighted pseudo almost automorphic functions and applications to nonautonomous evolution equations, Nonlinear Anal. RWA, 13 (2012) , 2866-2879. doi: 10.1016/j.nonrwa.2012.04.016.
	Z. H. Zhao , Y. K. Chang and J. J. Nieto , Square-mean asymptotically almost automorphic process and its application to stochastic integro-differential equations, Dynam. Syst. Appl., 22 (2013) , 269-284.
	Z. H. Zhao , Y. K. Chang and J. J. Nieto , Almost automorphic solutions to some stochastic functional differential equations with delay, African Diaspora Journal of Mathematics, 15 (2013) , 7-25.
	Z. H. Zhao , Y. K. Chang and J. J. Nieto , Almost automorphic and pseudo almost automorphic mild solutions to an abstract differential equation in Banach spaces, Nonlinear Anal. TMA, 72 (2010) , 1886-1894. doi: 10.1016/j.na.2009.09.028.