2017
Том 69
№ 9

All Issues

Asymptotic equivalence of solutions of linear Itô stochastic systems

Krenevych A. P.

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Abstract

We investigate the problem of the asymptotic equivalence of stochastic systems of linear ordinary equations and stochastic equations in the sense of mean square and with probability one.

English version (Springer): Ukrainian Mathematical Journal 58 (2006), no. 10, pp 1552-1569.

Citation Example: Krenevych A. P. Asymptotic equivalence of solutions of linear Itô stochastic systems // Ukr. Mat. Zh. - 2006. - 58, № 10. - pp. 1368–1384.

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