Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations (Q647701): Difference between revisions

The qualitative behaviour of solutions of linear Itô stochastic systems are examined by methods more usual in the qualitative theory of ordinary differential equations. While much use is made of the asymptotic equivalence method, the authors point out that the probabilistic case has features that dramatically affect not only the results but also their methods of proof. Conditions for the asymptotic equivalence with probability 1 of a linear stochastic system and a system of ordinary differential equations are considered and the matter of oscillation conditions is discussed.