Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations
From MaRDI portal
Publication:5223390
DOI10.1007/978-3-319-96755-4_6zbMath1419.34162OpenAlexW2902827765MaRDI QIDQ5223390
Olena A. Tymoshenko, O. I. Klesov
Publication date: 18 July 2019
Published in: Understanding Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-96755-4_6
Ordinary differential equations and systems with randomness (34F05) Asymptotic properties of solutions to ordinary differential equations (34D05)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Karamata theorem for regularly log-periodic functions
- On factorization representations for Avakumović-Karamata functions with nondegenerate groups of regular points
- On sufficient conditions for nonexplosion of solutions to stochastic differential equations
- 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
- A Theory of the Term Structure of Interest Rates
- Limit Theorems for Multi-Indexed Sums of Random Variables
- On the asymptotic behaviour of solutions of stochastic differential equations
- Global stability properties by means of limiting equations
- Pseudo-Regularly Varying Functions and Generalized Renewal Processes
- An equilibrium characterization of the term structure
- Pricing Interest-Rate-Derivative Securities
- On asymptotically autonomous differential equations
- Regularly varying functions
- Stochastic differential equations. An introduction with applications.
This page was built for publication: Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations