Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients

DOI10.1515/ROSE.1993.1.1.47zbMATH Open0842.60056OpenAlexW2064379021MaRDI QIDQ4861887FDOQ4861887

Authors:

Publication date: 11 August 1996

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.1993.1.1.47

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zbMATH Keywords

limit behaviourstable with probability one

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15)

Cited In (15)

• On bounded solutions of linear SDEs driven by convergent system matrix processes with Hurwitz limits
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• On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\)
• Behaviour of a solution of a system of stochastic differential equations
• Almost sure asymptotic properties of solutions of a class of non-homogeneous stochastic differential equations
• Asymptotic behavior of solutions of general linear differential equations perturbed by Wiener process
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• On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations
• Solutions of systems of stochastic equations
• Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation
• On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise
• Analysis of the asymptotic behavior of the solution to a linear stochastic differential equation with subexponentially stable matrix and its application to a control problem
• On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
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