Abstract
We investigate necessary and sufficient conditions for the almost-sure boundedness of normalized solutions of linear stochastic differential equations in R dand their almost-sure convergence to zero. We establish an analog of the bounded law of iterated logarithm.
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Buldygin, V.V., Koval', V.O. On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd . Ukrainian Mathematical Journal 52, 1334–1345 (2000). https://doi.org/10.1023/A:1010367716473
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DOI: https://doi.org/10.1023/A:1010367716473