On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\) (Q2722147)
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scientific article; zbMATH DE number 1617389
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| English | On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\) |
scientific article; zbMATH DE number 1617389 |
Statements
11 July 2001
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linear stochastic differential equations
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almost sure convergence
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almost sure boundedness
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law of iterated logarithm
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0.9412429
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0.9393401
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0.93824804
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0.93505764
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0.9333058
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0.9324175
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On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\) (English)
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The authors study the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\) with the Gaussian martingale in \(R^{d}\) as a noise part of the equation. Necessary and sufficient conditions for the almost sure convergence to zero and the almost sure boundedness of the normed solutions of the linear stochastic differential equations in \(R^{d}\) are presented. An analogue of the bounded law of iterated logarithm is proposed.
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