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Counterexamples to mean square almost periodicity of the solutions of some SDEs with almost periodic coefficientsKeywords: Square-mean almost periodic , almost periodic in distribution , Ornstein-Uhlenbeck , semilinear stochastic differential equation , stochastic evolution equation Abstract: 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 square almost periodic (but they can be almost periodic in distribution).
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