$p$-th Mean Pseudo Almost Automorphic Mild Solutions to Some Nonautonomous Stochastic Differential Equations

Abstract

In this paper we first introduce and study the concepts of $p$-th mean pseudo almost automorphy and that of $p$-th mean pseudo almost periodicity for $p \geq 2$. Next, we make extensive use of the well-known Schauder fixed point principle to obtain the existence of $p$-th mean pseudo almost automorphic mild solutions to some nonautonomous stochastic differential equations.