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Some Properties of Solutions of Double Stochastic Differential Equations

✍ Scribed by C. Tudor; M. Tudor


Book ID
110325300
Publisher
Springer US
Year
2002
Tongue
English
Weight
160 KB
Volume
15
Category
Article
ISSN
0894-9840

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Asymptotic properties of solutions of mu
✍ G. Kersting πŸ“‚ Article πŸ“… 1989 πŸ› Springer 🌐 English βš– 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 .