On the behaviour of expectation of the energy of stochastic harmonic oscillator

zbMATH Open0980.60082MaRDI QIDQ2755241

Yu. V. Bernats'ka

Publication date: 8 November 2001

Published in: Visnyk. Matematyka. Mekhanika. Kyïvs'kyĭ Universytet Imeni Tarasa Shevchenka (Search for Journal in Brave)

zbMATH Keywords

energylimit behaviourmathematical expectationstochastic harmonic oscillator

Mathematics Subject Classification ID

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

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