Asymptotic equivalence of solutions of linear Itô stochastic systems

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.

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Bibliographic Details
Date:2006
Main Authors: Krenevych, A. P., Креневич, А. П.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2006
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/3539
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal