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On asymptotic properties of solutions of partial differential equations at the infinity

โœ Scribed by Oleinik, Olga


Publisher
Springer-Verlag
Year
1985
Weight
18 KB
Volume
55
Category
Article
ISSN
0370-7377

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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 .