Asymptotic equivalence of solutions of linear Itô stochastic systems

DOI10.1007/S11253-006-0153-YzbMath1119.60047OpenAlexW2023903822MaRDI QIDQ3441285

A. P. Krenevych

Publication date: 29 May 2007

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-006-0153-y

zbMATH Keywords

linear equationItô's stochastic system

Mathematics Subject Classification ID

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

Related Items (3)

On the asymptotic behavior of solutions of weakly nonlinear stochastic systems ⋮ Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations ⋮ On asymptotic equivalence of solutions of stochastic and ordinary equations

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