On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in $R^d$

• Date: 2000
• Main Authors: Buldygin, V. V., Koval, V. A., Булдигін, В. В., Коваль, В. О.
• 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
• Journal Title: Ukrains’kyi Matematychnyi Zhurnal

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.