Almost sure asymptotic properties of solutions of a class of non-homogeneous stochastic differential equations
From MaRDI portal
Publication:5223390
Recommendations
- On the asymptotic behaviour of solutions of stochastic differential equations
- Almost sure convergence of solutions to non-homogeneous stochastic difference equation
- Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion
- Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients
- scientific article; zbMATH DE number 4119349
Cites work
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 1394253 (Why is no real title available?)
- scientific article; zbMATH DE number 6258011 (Why is no real title available?)
- scientific article; zbMATH DE number 2208893 (Why is no real title available?)
- A theory of the term structure of interest rates
- An equilibrium characterization of the term structure
- Asymptotic properties of solutions of multidimensional stochastic differential equations
- Characterisation of the asymptotic behaviour of scalar linear differential equations with respect to a fading stochastic perturbation
- Global stability properties by means of limiting equations
- Karamata theorem for regularly log-periodic functions
- Limit theorems for multi-indexed sums of random variables
- On asymptotically autonomous differential equations
- On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations
- On the \(\varphi\)-asymptotic behaviour of solutions of stochastic differential equations
- On the asymptotic behaviour of solutions of stochastic differential equations
- On the asymptotic stability of a class of perturbed ordinary differential equations with weak asymptotic mean reversion
- On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients
- Pricing interest-rate-derivative securities
- Pseudo-regularly varying functions and generalized renewal processes
- Qualitative and asymptotic analysis of differential equations with random perturbations.
- Regularly varying functions
- Stochastic differential equations. An introduction with applications.
Cited in
(4)- Asymptotic proportionality (weak ergodicity) and conditional asymptotic equality of solutions to time-heterogeneous sublinear difference and differential equations
- scientific article; zbMATH DE number 1341731 (Why is no real title available?)
- Asymptotic properties of solutions of multidimensional stochastic differential equations
- scientific article; zbMATH DE number 4119349 (Why is no real title available?)
This page was built for publication: Almost sure asymptotic properties of solutions of a class of non-homogeneous stochastic differential equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223390)