Asymptotic properties of solutions of multidimensional stochastic differential equations (Q1112452): Difference between revisions

Let \(X_ t\in {\mathbb{R}}^ d\) be the solution of the stochastic equation \[ dX_ t=b(X_ t)dt+\sigma (X_ t)dW_ t, \] where \(W_ t\) denotes a standard Wiener process. The aim of the paper is to clarify under which conditions the drift term or the diffusion term is of negligible significance for the long term behaviour of \(X_ t\).