Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations
We study non-homogeneous stochastic differential equation with separation of stochastic and deterministic variables. We express the asymptotic behavior of solutions of such equations in terms of that for the corresponding ordinary differential equation. The general results are discussed for some particular equations, mainly in the field of mathematics of finance.
Supported by the grants from Ministry of Education and Science of Ukraine (projects N 2105 ϕ and M/68-2018).
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