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 .
✦ LIBER ✦
PRV property and theϕ-asymptotic behavior of solutions of stochastic differential equations
✍ Scribed by V. V. Buldygin; O. I. Klesov; J. G. Steinebach
- Publisher
- Springer
- Year
- 2007
- Tongue
- English
- Weight
- 154 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0363-1672
No coin nor oath required. For personal study only.
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