On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
A law of the iterated logarithm for stochastic integrals
On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix
An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
Answers to some questions about increments of a Wiener process
Stochastic calculus for finance. II: Continuous-time models.
Optimal superexponential stabilization of solutions of linear stochastic differential equations
Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process
First hitting time of integral diffusions and applications
The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
Optimal Stabilization Policies for Stochastic Linear Systems: The Case of Correlated Multiplicative and Additive Disturbances
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
Minimization of Risk and Linear Quadratic Optimal Control Theory
Evolutionary transfer functions solution for continuous–time bilinear stochastic processes with time-varying coefficients.
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
On Upper Functions for Anomalous Diffusions Governed by Time-Varying Ornstein--Uhlenbeck Process
Rates of decay and growth of solutions to linear stochastic differential equations with state-independent perturbations
Logistic and θ-logistic models in population dynamics: general analysis and exact results
A functional modulus of continuity for a Wiener process

This page was built for publication: On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs