๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

An Asymptotic Solution of Stochastic Differential Equation

โœ Scribed by Hamada, Y.


Book ID
118133220
Publisher
Institute of Pure and Applied Physics
Year
1983
Tongue
English
Weight
415 KB
Volume
70
Category
Article
ISSN
0033-068X

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Asymptotic properties of solutions of mu
โœ G. Kersting ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Springer ๐ŸŒ English โš– 916 KB

Let XteIR d be the solution of the stochastic equation dX t = b(Xt) dt + a(X,) dWt, where Wt denotes a standard Wiener process. The aim of the paper is to clarify under which conditions the drift term or the diffusion term is of negligible significance for the long term behaviour of X t .