On almost sure asymptotic sample properties of diffusion processes defined by stochastic differential equation
From MaRDI portal
Publication:2522344
DOI10.1215/kjm/1250524604zbMath0139.34204OpenAlexW1503663733WikidataQ115240338 ScholiaQ115240338MaRDI QIDQ2522344
Publication date: 1965
Published in: Journal of Mathematics of Kyoto University (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1215/kjm/1250524604
Related Items
Stochastic equivalent linearization algorithms and their applicability to hysteretic systems, Lyapunov-based adaptive state estimation for a class of nonlinear stochastic systems, Asymptotic stability of the linear Ito equation in infinite dimensions, A survey of stability of stochastic systems