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On the asymptotic properties of solutions of differential equations with multiple equilibria

โœ Scribed by R.W. Brockett


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
687 KB
Volume
44
Category
Article
ISSN
0022-0396

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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 .