Asymptotic equivalence of solutions of linear Itô stochastic systems

• Datum: 2006
• Hauptverfasser: Krenevych, A. P., Креневич, А. П.
• Format: Artikel
• Sprache: Ukrainisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2006
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/3539
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We investigate the problem of the asymptotic equivalence of stochastic systems of linear ordinary equations and stochastic equations in the sense of mean square and with probability one.