On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$
We investigate necessary and sufficient conditions for the almost-sure boundedness of normalized solutions of linear stochastic differential equations in $R^d$ their almost-sure convergence to zero. We establish an analog of the bounded law of iterated logarithm.
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| Datum: | 2000 |
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| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Ukrainisch Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/4524 |
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| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |