On the -asymptotic behaviour of solutions of stochastic differential equations

MaRDI QIDQ5324899zbMATH OpenFDO

Authors V. V. Buldygin, O. A. Tymoshenko, O. I. Klesov, J. G. Steinebach

Publication date 8 August 2009

zbMATH Keywords

asymptotic behaviour of solutionpseudo-regularly varying functionstochastic differential equationWiener process

Mathematics Subject Classification ID

Asymptotic properties of solutions to ordinary differential equations (34D05) Strong limit theorems (60F15) Sample path properties (60G17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(11)

• On perturbations of an ODE with non-Lipschitz coefficients by a small self-similar noise
• On asymptotic equivalence of solutions of stochastic and ordinary equations
• On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients
• On theФ-variation of stochastic processes with exponential moments
• On the asymptotic behaviour of solutions of stochastic differential equations
• PRV property of functions and asymptotic behaviour of solutions to stochastic differential equations
• Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise
• Almost sure asymptotic properties of solutions of a class of non-homogeneous stochastic differential equations
• PRV property and the asymptotic behaviour of solutions of stochastic differential equations
• Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise
• Long-time behaviors of some stochastic differential equations driven by Lévy noise

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