Asymptotic equivalence of linear stochastic Itô systems and oscillation of solutions of linear second-order equations
DOI10.1134/S001226611106005XzbMATH Open1237.34108MaRDI QIDQ647701FDOQ647701
Authors: A. N. Stanzhitskij, A. P. Krenevich, I. G. Novak 
Publication date: 24 November 2011
Published in: Differential Equations (Search for Journal in Brave)
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
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)
Cites Work
- Title not available (Why is that?)
- The asymptotic nature of solutions of linear systems of differential equations
- 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 \(R^{d}\)
- Title not available (Why is that?)
Cited In (6)
- An oscillation of the solution for a nonlinear second-order stochastic differential equation
- 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
- Nonoscillation of solutions to a linear stochastic Itô equation of the second order
- Asymptotic equivalence of solutions of semilinear stochastic Itô's systems
- On asymptotic equivalence of solutions of stochastic and ordinary equations
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)
