scientific article; zbMATH DE number 1323347
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Publication:4255175
The authors consider the class of stochastic differential equations \[ d\xi (t)=a(\xi(t))dt+dw(t), \qquad t\geq 0, \] where \(a(x)\) is a measurable bounded function, \(w(t)\) is a Wiener process. Such stochastic differential equations are studied under two types of conditions: (a) \(\lim_{| x| \to \infty}({{1}\over{\ln | x| }}\int_0^{x}a(v)dv-c_0)=0\) or (b) \(\lim_{| x| \to \infty}({{1}\over{| x| }}\int_0^{x}va(v)dv-c(x))=0\). The asymptotic behaviour of the process \(\xi(t)\) is given as \(t\to\infty\).
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