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Theory of Probability and Mathematical Statistics
Theory of Probability and Mathematical Statistics
ISSN 1547-7363(online) ISSN 0094-9000(print)

 

Bounded and periodic solutions of linear and weakly nonlinear stochastic Itô systems


Author: O. M. Stanzhits'kii
Translated by: V. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 68 (2003).
Journal: Theor. Probability and Math. Statist. 68 (2004), 147-155
MSC (2000): Primary 34C25, 34C29, 34F05
Published electronically: June 10, 2004
MathSciNet review: 2000644
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Abstract | References | Similar Articles | Additional Information

Abstract: Conditions for the existence of solutions that are mean square bounded and periodic in $\mathbf R$ are obtained for linear and weakly nonlinear stochastic Itô systems by using the Green function of the linear part of the systems.


References [Enhancements On Off] (What's this?)

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Additional Information

O. M. Stanzhits'kii
Affiliation: Faculty for Mechanics and Mathematics, Kyiv National Taras Shevchenko University, Volodymyrs’ka Street 64, Kyiv 01033, Ukraine
Email: stom@mail.univ.kiev.ua

DOI: http://dx.doi.org/10.1090/S0094-9000-04-00602-7
PII: S 0094-9000(04)00602-7
Received by editor(s): May 1, 2001
Published electronically: June 10, 2004
Article copyright: © Copyright 2004 American Mathematical Society