Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations

DOI10.1134/S001226611106005XzbMath1237.34108MaRDI QIDQ647701

A. P. Krenevich, A. N. Stanzhitskii, I. G. Novak

Publication date: 24 November 2011

Published in: Differential Equations (Search for Journal in Brave)

zbMATH Keywords

oscillationasymptotic equivalencelinear Itô stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear ordinary differential equations and systems (34A30) Ordinary differential equations and systems with randomness (34F05) Equivalence and asymptotic equivalence of ordinary differential equations (34C41)

Related Items (3)

Asymptotic behavior of solutions of third-order neutral differential equations with discrete and distributed delay ⋮ Asymptotic behavior of the solutions of stochastic functional-differential equations ⋮ On asymptotic equivalence of solutions of stochastic and ordinary equations

Cites Work

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• The asymptotic nature of solutions of linear systems of differential equations
• Asymptotic equivalence of solutions of linear Itô stochastic systems
• Linear Variations of Constants

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