Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space

• Date: 2007
• Main Author: Krenevych, A.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2007
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4481
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space / A. Krenevych // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 103-109. — Бібліогр.: 4 назв.— англ.

We obtain the suffcient conditions of asymptotic equivalence in mean square and with probability one of linear ordinary and stochastic Ito equations in the Hilbert space.