This paper introduces the concept of (µ, ν)-pseudo S-asymptotically Bloch type (ω, k)- periodic functions, aiming to extend the framework of periodicity in stochastic analysis and to investigate their role in neutral partial stochastic differential equations in separable Hilbert spaces.
Using stochastic analysis techniques together with Banach’s fixed point Theorem, we establish rigorous conditions that guarantee the existence and uniqueness of p-mean (µ, ν)-pseudo S-asymptotically Bloch type (ω, k)-periodic mild solutions.
Our results show that, under suitable assumptions, these solutions not only exist uniquely but also exhibit global exponential stability. To illustrate the practical applicability of the theoretical findings, a detailed example is provided.
This work provides a new perspective on analyzing periodicity and stability in stochastic differential equations.
1. Introduction
Neutral differential equations play a significant role in various scientific fields, including the study of oscillatory systems and the modeling of numerous physical phenomena. These equations have been extensively researched over recent decades, with significant contributions made in the context of abstract partial neutral differential equations (see Refs. [1–6] for a detailed discussion). The notion of Bloch-type periodicity, introduced by Hasler and N’Gurkata in Ref. [7], encompasses concepts such as ω periodicity, ω anti-periodicity as special cases. Additionally, the concept of asymptotically Bloch-type periodicity was proposed in Ref. [7] to address scenarios where Bloch-type periodicity diminishes at infinity. Subsequent studies, such as those by Oueama-Guengai and N’Guerekata in Ref. [8], have explored the existence and uniqueness of Bloc-type periodic mild solutions to semilinear fractional differential equations within Banach spaces. The concept of S-asymptotic ω-periodicity introduced in Ref. [9], represents an important extension of classical periodicity. It exhibits a more intricate form of ergodicity compared to traditional ω-periodicity and asymptotic ω-periodicity. For a detailed analysis and applications to various types of differential equations, one can refer to Refs. [10], [11], [8], [12] and related works. More recently, the idea of pseudo S-asymptotic ω-periodicity has been developed as a generalization of S-asymptotic ω-periodicity [13]. However, research on its counterpart, pseudo S-asymptotic ω-anti-periodicity remains limited, despite the fact that ω-anti-periodicity is a specific form of Bloch-type periodicity. Extending pseudo S-asymptotically ω-periodic functions through the framework of Bloch-type periodicity represents a natural and meaningful direction of study. In recent years, there has been growing interest in adapting deterministic results to the stochastic domain, as real-world phenomena modeled mathematically are often inherently stochastic. Many works have addressed the existence of solutions to stochastic differential equations, including almost periodic, asymptotically almost periodic, and pseudo almost periodic solutions (see Refs. [14–16], [11], [17–19] for further details).
The main purpose behind this work is to develop some results on (α, β)-pseudo S-asymptotically type periodic functions of class q ≥ 0 and give an application to differential equation with finite delay. In this work, we consider a generalization of the space of pseudo S-asymptotically Bloch type periodic functions by the space of (α, β)-Pseudo S-asymptotically periodic functions. In this paper, we are interested in the following stochastic differential equation
where, A is an infinitesimal generator of a C0 − semigroup {Q(s)}s ≥ 0 on Lp(Ω, H) (p ≥ 2), is two-sided standard Wiener process and ϕ, φ, ψ satisfy the hypothesis (H1), (H2) and (H3) recalled in Section 4.
The structure of this paper is as follows. Section 2, provides the necessary preliminaries, including key results, definitions, and notations. In Section 3, we present essential properties of the p-mean-value of pseudo S-asymptotically Bloch type (ω, k)-periodic processes. Using these properties, section 4 establishes the existence and uniqueness of pseudo S-asymptotically Bloch-type (ω, k)-periodic mild solutions to dynamic equations on time scales. In Section 5, we analyze the global exponential stability of these solutions for partial stochastic neutral differential equations in a separable Hilbert space F. Finally, we provide an example to illustrate the basic theory of this work.
2. Preliminaries
In this section, we present some preliminary results that will be utilized in the subsequent analysis. These findings are discussed with reference to Refs. [20–25]. In this paper, we will use the following notations.
(E, ‖⋅‖E) and (F, ‖⋅‖F) are real separable Hilbert spaces.
is a complete probability space.
Let Lp(P, F) be a Banach space defined by
with the norm
. It is equipped with the usual operator norm ‖⋅‖.
The linear operator A defined by
is called the infinitesimal generator of the semigroup , where
is called the domain of A.
{Q(s)}s ≥ 0 is an exponentially stable C0 − semigroup on Lp(P, F) with the infinitesimal generator A, i.e, there exist such that
is a filtered probability space where
and is two-sided standard Wiener process.
Let
a stochastic process. If there exists such that , then, Y is named to be stochastically bounded. It is named to be stochastically continuous if
We denoted by the space of any stochastically bounded and continuous processes with the norm
For given , a function is said to be Bloch (or (ω, k)) type periodic if for all , f(t + ω) = eikωf(t).
We denote by , the set of all Bloch type periodic function from to Lp(P, E).
Let , then, the following results hold
- (i)
For each , .
- (ii)
is a Banach space under the supremum norm.
The Definition 2.1 and Lemma 2.1 can be found in Ref. [7].
3. (α, β)-pseudo-S-asymptotically Bloch type periodic function
In this section, we collect some necessary lemmas and definitions which will be used in thereafter.
A stochastic process is said to be S-asymptotically (or (ω, k)) type periodic, if for given ,
We denote the set of all such processes by .
A stochastic process is said to be pseudo-S-asymptotically (or (ω, k)) type periodic, if for given ,
The space of such processes will be denoted by .
Denoting the Lebesgue σ − field of and by
Let , the measures μ and ν are said to be equivalent (μ ∼ ν) if there exist constants a, λ and a bounded interval (eventually ∅) such that
For , we denote ντ the measure on defined by
Let and y > 0, now we need the following hypothesis.
(M1): Let such that
(M2): Let such that for all , there exist b > 0, and a bounded interval I such that
ν satisfies (M2) if and only if, ν ∼ ντ for any .
If (M2) holds, then, for all λ > 0
Let . A stochastic process is said (μ, ν) − pseudo-S-asymptotically (or (ω, k)) type periodic, if for given , we have
The set of all such processes will be denoted by .
Let . A stochastic process is said (μ, ν) − pseudo-S-asymptotically (or (ω, k)) type periodic of a class q > 0, if for given , we have
The set of all such processes will be denoted by .
Let μ1, μ2 ∈ M satisfy (M1) and (M2), . Then we have the following results:
- (i)
and for each .
- (ii)
The function for any .
- (iii)
is a Banach space.
Proof: (i) We have, for y > 0
and
Then we can write .
(ii) For each , we have
For y sufficiently large, we obtain.
(iii) Let converge to φ as n → ∞. Then for any ɛ > 0, we can choose suitable constants N > 0 and θɛ such that
■
Let , satisfy (M1), q > 0 and let I be a bounded interval (eventually I ≠ ∅). Suppose that . Then, the following assertions are equivalent.
- (i)
(ii)
- (iii)
For any ɛ > 0, we have
Proof: (i) ⇔ (ii) A = μ(I); B = ν(I) and
I is bounded and , then A, B and C are finite. Let y > 0 such as I ⊂ [−y, y] and μ([−y, y]\I) > 0. We have
Since , we deduce that (ii) ⇔ (i).
(ii) ⇒ (iii) Given ɛ > 0,
and
Therefore, one can get
Then,
and
For y large enough, we obtain (iii).
(iii) ⇒ (ii) For y sufficiently large and ɛ > 0, we have
Then,
Since , then for any ɛ > 0, we have
therefore, (ii) holds. ■
Assume that (M1) holds. If and ν1 ∼ ν2, μ1 ∼ μ2, then
Proof. Since ν1 ∼ ν2, μ1 ∼ μ2 and is the Lebesgue σ field, then for all satisfying A ∩ I ≠ ∅, by Definition 3.3 there exist kj > 0 and γj > 0 (j = 1, 2) such that
and
For y sufficiently large, one has
Therefore, by Theorem 3.1, we have
If (M1), (M2) hold and ,
then for all.
Proof: For such that , there exists y0 > 0 such that μ([−y − |ξ|, y + |ξ|]) > 0, for all y > y0. We consider
Then, one has
So
For y > y0 and , we have
where
Note that ν ∼ νξ and μ ∼ μξ. By Lemma 3.1, we have . By Proposition 3.1, we get
Using Lemma 3.2, one has
Hence, for any ■
If (M1) and (M2) hold one can show that
- (i)
- (ii)
is closed subspace of
- (iii)
is Banach space under the supremum norm ‖ ⋅‖∞⋅
.
Proof:
- (i)
According to this inequality
We see that (i) holds.
(ii) and (iii) Let and Φn → Φ in . Then from (M1), it follows that
For each , since ‖Φ − Φn‖∞ → 0 and the fact that , we deduce that
Which ends the proof.
■
Assume that (M1) and (M2) hold. Let q1 > 0 and q2 > 0. Then,
Proof: Let q > 0. First of all, we want to prove that
For , one has
By Proposition 3.2, we have
Therefore, we have .
Now let q1 > q2, if , then
Therefore, . Hence,
On the other hand, since q1 > q2, there exists such that 2dq2 > q1, from the above, we have
This complete the proof. ■
Let satisfies the following conditions
For any , Φ(t + ω, z) = eikωΦ(t, e−ikωz)⋅
There exists a constant L > 0 such that for all z, y ∈ LP(P, E) and ,
Then, for each , we have.
Proof: Since , we have
On the other hand
Then
This complete the proof. ■
In the following, we assume that μ, ν satisfy the two hypotheses (M1), (M2).
4. Partial functional differential equations with finite delay
This section is devoted to prove the uniqueness and existence of the (μ, ν) − pseudo-S-asymptotically Bloch type periodic mild solution to partial evolution equation (1.1). For this purpose, we introduce the following hypotheses.
The functions
There exist positive constants such that for each stochastic process Y1, Y2 ∈ Lp(P, E), the functions ϕ, φ, ψ satisfy
The function
is strong (Lebesgue) measure and there exists a decreasing function J(s) with such that
progressively measurable stochastic Y is called a mild solution of the equation (1.1) if it satisfies the following equation
Let and f the following function defined by
Then,
Proof: Let . For any y > 0 we have
Since
Then,
and we have, by the Lebesgue's Dominated Convergence, we obtain ■
Let and g the following function defined by
Then,
Proof: Let then for any y > 0 we have
Since
Then,
and we have, by the Lebesgue's Dominated Convergence, we obtain ■
Let and h the following function defined by
Then,
Proof: Let then for any y > 0 we have
Since
Then,
and we have, by the Lebesgue's dominated convergence, we obtain ■
Then the equation (1.1) has a unique mild solution .
Proof: Define the operator by
In order to show that the equation (1.1) has a p-mean (μ, ν)- pseudo-S-asymptotically Bloch type periodic mild solution, we only need to prove the operator Λ has a fixed point in . Let , one has
Therefore, from the identity
it follows that
For the first term on the right-hand side, we have
Taking the second term on the right-hand side and using the Hölder inequality, it easily follows that
Using the Hölder inequality in the third term on the right-hand side, we obtain
Up taking an estimate on the Itô integral in the last term, we find
This implies that,
Since by construction R < 1, we have the strict contraction of operator Λ and by the Banach contraction mapping principle, Λ has a unique fixed point.
Finally, to prove that X satisfies (3.3) for all τ ≤ t and .
Let
Multiplying by Q(t − s), one can show that
Then,
Hence is the unique solution to equation (1.1). The proof is complete. ■
5. Global exponential stability
In this section, we need an assumptions to present the exponential stability of a (μ, ν)-pseudo-S-asymptotically Bloch type periodic mild solution of (1.1).
There exists constant C4, such that
Under assumptions of Theorem 4.1 and (H4). We also assume that
Then, the mild solution of (1.1) is exponentially stable.
Proof: Let y(t) be a fixed point of Λ in by Theorem 4.1, any fixed point of F is a mild solution of the equation (1.1). Now let x(t) be an arbitrary solution of system (1.1) with initial value x(0), then
Using an estimate on the Itô integral, we get
Using the Hölder inequality, we obtain
which implies that
Then
Using Gronwall-Bellman lemma, we obtain
Then
Since
then, the mild solution of (1.1) is exponentially stable ■
6. Example
The aim of this section, we will apply our theoretical results, we discuss the existence and uniqueness of (μ, ν) pseudo S − asymptotically Bloch solution of the scalar reaction-diffusion equation given by
where
Let H = L2[0, π], assume that γ(t) is bounded, continuous, and ω-periodic, i.e., υ(t + ω) = υ(t), and that the function θj, (j = 1, 2) satisfies the conditions
Let be the filtered probability space. W(t) is a two-sided and standard one-dimensional Brownian motion. To apply our theoretical results, we consider the measure ν where its Radon-Nikodym derivative is defined by
and μ = ν. Then, μ and ν satisfy (M1) and (M2).
We consider the linear operator A: ⊂ L2(0, 1) → L2(0, 1), given by
It is well known that A generates a C0 − semigroup (Q(t))t ≥ 0 on L2(0, 1) defined by
where for n = 1, 2, ⋯ , and for all t ≥ 0.
Since,
And
Then by Theorem 3.2, .
Therefore, by Theorems 4.1 and 5.1, the system (6.1) has a unique square-mean pseudo S-asymptotically Bloch type periodic mild solution on provided that and globally exponential stable if

