Solutions of systems of stochastic equations

DOI10.1007/BF01085106MaRDI QIDQ1101777zbMATH OpenFDO

Authors Yu. N. Blagoveshchenskii

Publication date 1988

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

zbMATH Keywords

system of equationsequivalence of asymptotic distributionslinearization in the neighborhood of a limit point

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99) Stochastic analysis (60H99)

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Cited in

(8)

• scientific article; zbMATH DE number 4032737 (Why is no real title available?)
• On Generalized Solutions to Stochastic Systems
• Solution of one class of systems of stochastic differential equations
• Asymptotic behaviour of solutions of stochastic equations and applications in statistics
• Explicit solution to the stochastic system of linear algebraic equations \((\alpha _{1}\boldsymbol{A}_{1} + \alpha _{2}\boldsymbol{A}_{2} +\cdots+ \alpha _{m}\boldsymbol{A}_{m})\boldsymbol{x} = \boldsymbol{b}\)
• scientific article; zbMATH DE number 3872425 (Why is no real title available?)
• scientific article; zbMATH DE number 3922381 (Why is no real title available?)
• Asymptotic behaviour of solutions of nonhomogeneous linear systems of stochastic differential equations with constant coefficients

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