Almost automorphic solutions for stochastic differential equations driven by fractional Brownian motion

Feng Chen and Xue Yang

Mathematische Nachrichten, 2019, vol. 292, issue 5, 983-995

Abstract: This paper concerns a class of stochastic differential equations driven by fractional Brownian motion. The existence and uniqueness of almost automorphic solutions in distribution are established provided the coefficients satisfy some suitable conditions. To illustrate the results obtained in the paper, a stochastic heat equation driven by fractional Brownian motion is considered.

Date: 2019
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https://doi.org/10.1002/mana.201800017

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