On asymptotic behavior of solutions of linear multidimensional stochastic differential equations with multiplicative noise

DOI10.1137/S0040585X97T991994MaRDI QIDQ6633334zbMATH OpenFDO

Authors E. S. Palamarchuk

Publication date 5 November 2024

Published in Theory of Probability and its Applications (Search for Journal in Brave)

zbMATH Keywords

multiplicative noisestochastic differential equationsupper function

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Optimal Stabilization Policies for Stochastic Linear Systems: The Case of Correlated Multiplicative and Additive Disturbances
• Random matrix difference models arising in long-term medical drug strategies
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• Some remarks on exact linearization of a class of stochastic dynamical systems
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• Stochastic vs. deterministic uptake of dodecanedioic acid by isolated rat livers
• Two-dimensional stochastic exponential growth models

Cited in

(1)

• On asymptotic behavior of solutions of stochastic differential equations in multidimensional space

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