On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$

  • V. V. Buldygin Нац. техн. ун-т Украины „КПИ”, Киев
  • V. A. Koval

Abstract

We investigate necessary and sufficient conditions for the almost-sure boundedness of normalized solutions of linear stochastic differential equations in $R^d$ their almost-sure convergence to zero. We establish an analog of the bounded law of iterated logarithm.
Published
25.09.2000
How to Cite
BuldyginV. V., and KovalV. A. “On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 9, Sept. 2000, pp. 1166-75, https://umj.imath.kiev.ua/index.php/umj/article/view/4524.
Section
Research articles