Asymptotic equivalence of solutions of linear Itô stochastic systems

  • A. P. Krenevych

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.
Published
25.10.2006
How to Cite
KrenevychA. P. “Asymptotic Equivalence of Solutions of Linear Itô Stochastic Systems”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, no. 10, Oct. 2006, pp. 1368–1384, https://umj.imath.kiev.ua/index.php/umj/article/view/3539.
Section
Research articles