Bounded and periodic solutions of linear and weakly nonlinear stochastic Itô systems
Author:
O. M. Stanzhits’kiĭ
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
DOI:
https://doi.org/10.1090/S0094-9000-04-00602-7
Published electronically:
June 10, 2004
MathSciNet review:
2000644
Full-text PDF Free Access
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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.
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Additional Information
O. M. Stanzhits’kiĭ
Affiliation:
Faculty for Mechanics and Mathematics, Kyiv National Taras Shevchenko University, Volodymyrs’ka Street 64, Kyiv 01033, Ukraine
Email:
stom@mail.univ.kiev.ua
Received by editor(s):
May 1, 2001
Published electronically:
June 10, 2004
Article copyright:
© Copyright 2004
American Mathematical Society
