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20122018
most citedCounterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

31 citations · 46 across the 4 of their papers we have counts for

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math.PR2012

Weak Averaging of Semilinear Stochastic Differential Equations with Almost Periodic Coefficients

Mikhail Kamenski, Omar Mellah, Paul Raynaud de Fitte

An averaging result is proved for stochastic evolution equations with highly oscillating coefficients. This result applies in particular to equations with almost periodic coefficie…

math.PR2012★ 31 cited

Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficients

Omar Mellah, Paul Raynaud De Fitte

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 squa…