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.
Saved in:
| Date: | 2000 |
|---|---|
| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
|
| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4524 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |