Asymptotic properties of solutions of multidimensional stochastic differential equations

DOI10.1007/BF00354759zbMath0659.60083MaRDI QIDQ1112452

Götz-Dietrich Kersting

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

asymptotic propertiestransiencePoisson equationStratonovich solutionlong term behaviour

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (1)

Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations

Cites Work

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• Recurrence, transience and bounded harmonic functions for diffusions in the plane
• Asymptotic properties of some multidimensional diffusions
• Criteria for recurrence and existence of invariant measures for multidimensional diffusions
• On the asymptotic behaviour of solutions of stochastic differential equations
• Elliptic Partial Differential Equations of Second Order
• Invariant ?-fields for a class of diffusions

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