Asymptotic equivalence of solutions of linear Itô stochastic systems

DOI10.1007/S11253-006-0153-YMaRDI QIDQ3441285zbMATH OpenOpenAlexFDO

Authors A. P. Krenevych

Publication date 29 May 2007

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

Full work available at URL https://doi.org/10.1007/s11253-006-0153-y

zbMATH Keywords

linear equationItô's stochastic system

Mathematics Subject Classification ID

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

Cited in

(3)

• On the asymptotic behavior of solutions of weakly nonlinear stochastic systems
• Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations
• On asymptotic equivalence of solutions of stochastic and ordinary equations

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