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Limit theorems for solutions of stochastic equations with periodic coefficients

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Ukrainian Mathematical Journal Aims and scope

Abstract

We prove theorems on the behavior of solutions of stochastic equations with periodic coefficients and integral functionals of these solutions as time infinitely increases.

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References

  1. A. Bensoussan, J. L. Lions, and G. Papanicolaou,Asymptotic Analysis for Periodic Structures, North-Holland, Amsterdam (1978).

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  2. S. Ya. Makhno, “On the behavior of a solution of a stochastic equation with infinite drift,”Teor. Sluch. Prots.,16, 66–73 (1988).

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  3. A. D. Ventzel' and M. I. Freidlin,Fluctuations in Dynamical Systems under the Action of Small Random Perturbations [in Russian], Nauka, Moscow (1979).

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Authors and Affiliations

  1. Institute of Applied Mathematics and Mechanics, Ukrainian Academy of Sciences, Donetsk

    S. Ya. Makhno

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  1. S. Ya. Makhno
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Additional information

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 2, pp. 236–241, February, 1995.

This work was supported by the Foundation for Fundamental Research of the Ukrainian State Committee on Science and Technology.

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Makhno, S.Y. Limit theorems for solutions of stochastic equations with periodic coefficients. Ukr Math J 47, 278–284 (1995). https://doi.org/10.1007/BF01056718

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  • DOI: https://doi.org/10.1007/BF01056718

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