Almost periodic solution in distribution for stochastic differential equations with Stepanov almost periodic coefficients

This paper deals with the existence and uniqueness of ($\mu$-pseudo) almost periodic mild solution to some evolution equations with Stepanov ($\mu$-pseudo) almost periodic coefficients, in both determinist and stochastic cases. After revisiting some known concepts and properties of Stepanov ($\mu$-pseudo) almost periodicity in complete metric space, we consider a semilinear stochastic evolution equation on a Hilbert separable space with Stepanov ($\mu$-pseudo) almost periodic coefficients. We show existence and uniqueness of the mild solution which is ($\mu$-pseudo) almost periodic in 2-distribution. We also generalize a result by Andres and Pennequin, according to which there is no purely Stepanov almost periodic solutions to differential equations with Stepanov almost periodic coefficients

Almost automorphy and various extensions for stochastic processes

International audienceWe compare different modes of pseudo almost automorphy and variants for stochastic processes: in probability, in quadratic mean, or in distribution in various senses. We show by a counterexample that square-mean (pseudo) almost automorphy is a property which is too strong for stochastic differential equations (SDEs). Finally, we consider two semilinear SDEs, one with almost automorphic coefficients and the second one with pseudo almost automorphic coefficients, and we prove the existence and uniqueness of a mild solution which is almost automorphic in distribution in the first case, and pseudo almost automorphic in distribution in the second case