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

DOI10.1134/S001226611106005XMaRDI QIDQ647701zbMATHFDO

Authors A. N. Stanzhitskij, A. P. Krenevich, 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)

Recommendations

• Asymptotic equivalence of solutions of linear Itô stochastic systems
• Asymptotic equivalence of solutions of semilinear stochastic Itô's systems
• Asymptotic equivalence of solutions of nonlinear It ô stochastic systems
• Nonoscillation of solutions to a linear stochastic Itô equation of the second order
• Asymptotic equivalence of the solutions of the linear stochastic Ito equations in the Hilbert space
• On the oscillation of solutions for a class of second-order nonlinear stochastic difference equations
• An oscillation of the solution for a nonlinear second-order stochastic differential equation
• scientific article; zbMATH DE number 1958539
• On asymptotic equivalence of solutions of stochastic and ordinary equations
• scientific article; zbMATH DE number 2118868

Cites work

• scientific article; zbMATH DE number 3669505 (Why is no real title available?)
• scientific article; zbMATH DE number 739128 (Why is no real title available?)
• Asymptotic equivalence of solutions of linear Itô stochastic systems
• Linear Variations of Constants
• On the asymptotic properties of solutions of linear stochastic differential equations in \(R^{d}\)
• The asymptotic nature of solutions of linear systems of differential equations

Cited in

(6)

• An oscillation of the solution for a nonlinear second-order stochastic differential equation
• Nonoscillation of solutions to a linear stochastic Itô equation of the second order
• On asymptotic equivalence of solutions of stochastic and ordinary equations
• Asymptotic behavior of the solutions of stochastic functional-differential equations
• Asymptotic behavior of solutions of third-order neutral differential equations with discrete and distributed delay
• Asymptotic equivalence of solutions of semilinear stochastic Itô's systems

This page was built for publication: Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q647701)