Asymptotic equivalence of solutions of linear Itô stochastic systems
- 18 Downloads
We investigate the problem of the asymptotic equivalence of stochastic systems of linear ordinary equations and stochastic equations in the sense of mean square and with probability one.
KeywordsOrdinary Differential Equation Stochastic Differential Equation Strong Solution Stochastic System Functional Differential Equation
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- 1.L. Arnold, “Anticipative problems in the theory of random dynamical system in stochastic analysis,” Proc. Symp. Pure Math., 57, 529–541 (1995).Google Scholar
- 4.R. Z. Khas’minskii, Stability of Systems of Differential Equations under Random Perturbations of Their Parameters [in Russian], Nauka, Moscow (1969).Google Scholar
- 5.V. K. Yasinskii, Stochastic Functional Differential Equations with Prehistory [in Russian], TViMS, Kiev (2003).Google Scholar
- 6.V. P. Demidovich, Lectures on Mathematical Theory of Stability [in Russian], Nauka, Moscow (1967).Google Scholar
- 7.V. I. Gikhman and A. V. Skorokhod, Stochastic Differential Equations and Their Applications [in Russian], Naukova Dumka, Kiev (1968).Google Scholar
- 8.A. A. Borovkov, A Course in Probability Theory [in Russian], Nauka, Moscow (1972).Google Scholar
- 9.V. S. Korolyuk and V. K. Yasyns’kyi, A Course in the Theory of Probability, Random Processes, and Mathematical Statistics [in Ukrainian], Zoloti Lytavry, Chernivtsi (2005).Google Scholar
© Springer Science+Business Media, Inc. 2006