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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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Bibliographische Detailangaben
Datum:	2000
Hauptverfasser:	Buldygin, V. V., Koval, V. A., Булдигін, В. В., Коваль, В. О.
Format:	Artikel
Sprache:	Ukrainisch Englisch
Veröffentlicht:	Institute of Mathematics, NAS of Ukraine 2000
Online Zugang:	https://umj.imath.kiev.ua/index.php/umj/article/view/4524
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Назва журналу:	Ukrains’kyi Matematychnyi Zhurnal
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