On asymptotic equivalence of solutions of stochastic and ordinary equations

DOI10.1007/S11253-012-0577-5zbMath1260.60110OpenAlexW2050329369MaRDI QIDQ1759975

Xianqiang Yang

Publication date: 23 November 2012

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

Full work available at URL: https://doi.org/10.1007/s11253-012-0577-5

zbMATH Keywords

stochastic differential equationsnontrivial solutionsasymptotic equivalencenonlinear stochastic systemexponentially dichotomy

Mathematics Subject Classification ID

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

Related Items (1)

On the Asymptotics of Solutions of Stochastic Differential Equations with Jumps

Cites Work

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• Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations
• Asymptotically almost periodic and almost periodic solutions for partial neutral differential equations
• Invariance of stochastic control systems with deterministic arguments
• Asymptotic equivalence of differential equations and asymptotically almost periodic solutions
• The asymptotic nature of solutions of linear systems of differential equations
• Convergence of Solutions of One-Dimensional Stochastic Equations
• Asymptotic equivalence of solutions of linear Itô stochastic systems
• Stochastic viability and a comparison theorem
• Linear Variations of Constants

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