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.
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Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 10, pp. 1368–1384, October, 2006.
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Krenevych, A.P. Asymptotic equivalence of solutions of linear Itô stochastic systems. Ukr Math J 58, 1552–1569 (2006). https://doi.org/10.1007/s11253-006-0153-y
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DOI: https://doi.org/10.1007/s11253-006-0153-y