Limit Behavior of Solutions of Stochastic Differential Equations

Avner Friedman
<span title="">1972</span> <i title="JSTOR"> <a target="_blank" rel="noopener" href="https://fatcat.wiki/container/w3g32txdvneltemssag5nwfxcy" style="color: black;">Transactions of the American Mathematical Society</a> </i> &nbsp;
Consider a system of m stochastic differential equations d£ = a(t, £)dt + cr(t, £)dw. The limit behavior of ¿r(í), as t-oo, is studied. Estimates of the form E\Ç(i) -<yw(t)\ =0(i ~~ ) are derived, and various applications are given.
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