Counterexamples to mean square almost periodicity of the solutions of   some SDEs with almost periodic coefficients
  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). 
Omar Mellah (LMRS, LMPA), Paul Raynaud De Fitte (LMRS)
math.PR math.FA