Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems

DOI10.2307/1996616zbMath0271.60060OpenAlexW4233676139MaRDI QIDQ5179595

Avner Friedman, Mark A. Pinsky

Publication date: 1973

Full work available at URL: https://doi.org/10.2307/1996616

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Topological structure of integral curves, singular points, limit cycles of ordinary differential equations (34C05) Diffusion processes (60J60) Linear ordinary differential equations and systems (34A30) Asymptotic properties of solutions to ordinary differential equations (34D05)

Related Items (7)

Nonattainability of a Set by a Diffusion Process ⋮ Rate of decay for solutions of stochastic differential equations ⋮ Probabilistic methods in partial differential equations ⋮ Dirichlet Problem for Degenerate Elliptic Equations ⋮ Asymptotic stability and spiraling properties for solutions of stochastic equations ⋮ Étude asymptotique de certains mouvements browniens complexes avec drift ⋮ Stability of linear delay equations under a small noise

Cites Work

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• Classes of solutions of linear systems of partial differential equations of parabolic type
• Necessary and Sufficient Conditions for Almost Sure Sample Stability of Linear Ito Equations
• Limit Behavior of Solutions of Stochastic Differential Equations

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