On the asymptotic degeneration of systems of linear inhomogeneous stochastic differential equations

Author:
Oleksander Il’chenko

Translated by:
S. Kvasko

Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom **76** (2007).

Journal:
Theor. Probability and Math. Statist. **76** (2008), 41-48

MSC (2000):
Primary 60H10; Secondary 34F05

DOI:
https://doi.org/10.1090/S0094-9000-08-00730-8

Published electronically:
July 10, 2008

MathSciNet review:
2368738

Full-text PDF

Abstract | References | Similar Articles | Additional Information

Abstract: Assuming the almost sure stability of a linear homogeneous system, we obtain sufficient conditions for the convergence to zero, in probability as well as pathwise, of solutions of the system of linear inhomogeneous stochastic differential equations.

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Additional Information

**Oleksander Il’chenko**

Affiliation:
Department of General Mathematics, Faculty for Mechanics and Mathematics, National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 03127, Ukraine

DOI:
https://doi.org/10.1090/S0094-9000-08-00730-8

Received by editor(s):
October 11, 2005

Published electronically:
July 10, 2008

Article copyright:
© Copyright 2008
American Mathematical Society