๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd

โœ Scribed by V. V. Buldygin; V. O. Koval'


Book ID
110290652
Publisher
Springer
Year
2000
Tongue
English
Weight
133 KB
Volume
52
Category
Article
ISSN
0041-5995

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 .