Almost Periodic Solutions in Distribution to a Complete Second-Order Neutral Stochastic Differential Equation with Damped Term

Aymen LESLOUS, Omar MELLAH, Abbes BENCHAABANE

Abstract


In this paper, we introduce an innovative class of second-order stochastic
    differential equations. We examine fundamental properties such as
    the existence, uniqueness of almost periodic solution in distribution
    (trajectory distribution). Moreover, to verify these properties, we
    propose a new modification of Gronwall's Lemma tailored for this type
    of solution. Finally, a meticulously chosen example is presented to
    illustrate the effectiveness of our results.

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