Asymptotic equivalence of solutions of nonlinear It ô stochastic systems

DOI10.1007/S11072-006-0038-XzbMath1262.34044OpenAlexW2998437499MaRDI QIDQ1949362

A. P. Krenevych

Publication date: 7 May 2013

Published in: Nonlinear Oscillations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11072-006-0038-x

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Equivalence and asymptotic equivalence of ordinary differential equations (34C41)

Cites Work

• The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories
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