Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
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Linear ordinary differential equations and systems (34A30) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Asymptotic properties of solutions to ordinary differential equations (34D05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
Cites work
- Classes of solutions of linear systems of partial differential equations of parabolic type
- scientific article; zbMATH DE number 3138432 (Why is no real title available?)
- scientific article; zbMATH DE number 3272009 (Why is no real title available?)
- scientific article; zbMATH DE number 3304501 (Why is no real title available?)
- scientific article; zbMATH DE number 3321710 (Why is no real title available?)
- Limit Behavior of Solutions of Stochastic Differential Equations
- Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations
Cited in
(7)- Étude asymptotique de certains mouvements browniens complexes avec drift
- Rate of decay for solutions of stochastic differential equations
- Probabilistic methods in partial differential equations
- Stability of linear delay equations under a small noise
- Asymptotic stability and spiraling properties for solutions of stochastic equations
- Nonattainability of a Set by a Diffusion Process
- Dirichlet Problem for Degenerate Elliptic Equations
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