Asymptotic Behavior of Solutions of Linear Stochastic Differential Systems
β Scribed by Avner Friedman and Mark A. Pinsky
- Book ID
- 125686083
- Publisher
- American Mathematical Society
- Year
- 1973
- Tongue
- English
- Weight
- 453 KB
- Volume
- 181
- Category
- Article
- ISSN
- 0002-9947
- DOI
- 10.2307/1996616
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π SIMILAR VOLUMES
Sufficient conditions are given for the n x n system y' = (A + P(t)) y to have a solution ~r such that ~r(t) = e ~t (v+o(1)) as t --\* c~, where A is an eigenvalue of the constant matrix A and v is an associated eigenvector. The integrability conditions on P allow conditional convergence and the o(1
As a completion of previous work of Feng (Fuzzy Sets and Systems 115 (2000) 351) on the general theory of fuzzy stochastic di erential systems, the solutions of linear fuzzy stochastic di erential systems for general coe cient matrix are discussed.