On the asymptotic properties of solutions of linear stochastic differential equations in Rd

被引：0
作者：
Buldygin V.V. [1 ]
Koval V.O. [1 ]
机构：
[1] Kiev Polytechnic Institute, Kiev
来源：
Ukrainian Mathematical Journal | 2000年 / 52卷 / 9期
关键词：
Differential Equation; Stochastic Differential Equation; Asymptotic Property; Iterate Logarithm; Linear Stochastic Differential Equation;
D O I：
10.1023/A:1010367716473
中图分类号：
学科分类号：
摘要：
We investigate necessary and sufficient conditions for the almost-sure boundedness of normalized solutions of linear stochastic differential equations in R and theiralmost-sure convergence to zero. We establish an analog of the bounded law of iterated logarithm. © 2000 Plenum Publishing Corporation.
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页码：1334 / 1345
页数：11
相关论文
共 4 条
[1]  
Gikhman I.I., Skorokhod A.V., Stochastic Differential Equations [in Russian], (1968)
[2]  
Mel'nikov A.V., Stochastic differential equations: Nonsmoothness of coefficients, regression models, and stochastic approximation, Usp. Mat. Nauk, 51, 5, pp. 43-136, (1996)
[3]  
Buldygin V.V., Solntsev S.A., Functional Methods in Problems of Summation of Random Variables [in Russian], (1989)
[4]  
Gantmakher F.R., Theory of Matrices [in Russian], (1966)
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