On the asymptotic behaviour of solutions of stochastic differential equations

DOI10.1007/BF00531776zbMath0535.60050MaRDI QIDQ3319516

Gerhard Keller, Uwe Roesler, Götz-Dietrich Kersting

Publication date: 1984

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

asymptotic behaviourIto-solutionStratonovitch-solution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

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Cites Work

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• The tail \(\sigma\)-field of time-homogeneous one-dimensional diffusion processes
• Unimodality of passage times for one-dimensional strong Markov processes