Limit Behavior of Solutions of Stochastic Differential Equations

Avner Friedman
1972 Transactions of the American Mathematical Society  
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.
doi:10.2307/1996315 fatcat:6wt4rxweqjc6tipr2o7idr4k5m