Asymptotic properties of solutions of mu
✍
G. Kersting
📂
Article
📅
1989
🏛
Springer
🌐
English
⚖ 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 .