Asymptotic equivalence of solutions of linear Itô stochastic systems

DOI10.1007/S11253-006-0153-YzbMATH Open1119.60047OpenAlexW2023903822MaRDI QIDQ3441285FDOQ3441285

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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