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Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients - MaRDI portal

Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients (Q4861887)

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scientific article; zbMATH DE number 836841
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English
Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients
scientific article; zbMATH DE number 836841

    Statements

    Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients (English)
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    11 August 1996
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    limit behaviour
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    stable with probability one
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    Identifiers