On asymptotic stability of solutions of stochastic differential equations with constant drift
作者:
Poitr Szlenk,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1999)
卷期:
Volume 17,
issue 4
页码: 651-665
ISSN:0736-2994
年代: 1999
DOI:10.1080/07362999908809627
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
In this paper we provide conditions for asymptotic stability of solutions of stochastic differential equations with constant drift. The main result of the paper extends the results of Khasminskii and Nevelson ([5]), where only the stochastic differential equations with recurrent solutions were studied
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