Limit Behavior of Solutions of Stochastic Differential Equations

Avner Friedman
<span title="">1972</span> <i title="JSTOR"> <a target="_blank" rel="noopener" href="" 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.
<span class="external-identifiers"> <a target="_blank" rel="external noopener noreferrer" href="">doi:10.2307/1996315</a> <a target="_blank" rel="external noopener" href="">fatcat:6wt4rxweqjc6tipr2o7idr4k5m</a> </span>
<a target="_blank" rel="noopener" href="" title="fulltext PDF download" data-goatcounter-click="serp-fulltext" data-goatcounter-title="serp-fulltext"> <button class="ui simple right pointing dropdown compact black labeled icon button serp-button"> <i class="icon ia-icon"></i> Web Archive [PDF] <div class="menu fulltext-thumbnail"> <img src="" alt="fulltext thumbnail" loading="lazy"> </div> </button> </a> <a target="_blank" rel="external noopener noreferrer" href=""> <button class="ui left aligned compact blue labeled icon button serp-button"> <i class="unlock alternate icon" style="background-color: #fb971f;"></i> </button> </a>