Theory of Probability and Mathematical Statistics

Stochastically bounded solutions of a linear nonhomogeneous stochastic differential equation

Author(s): O. V. Il'chenko
Translated by: V. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 68 (2003).
Journal: Theor. Probability and Math. Statist. No. 68 (2004), 41-48.
MSC (2000): Primary 60H10; Secondary 34F05
Posted: May 24, 2004
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Abstract: Conditions for the existence of a stochastically bounded solution of a linear nonhomogeneous stochastic differential equation are found in the paper. The stationary and periodic cases are considered.

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O. V. Il'chenko
Affiliation: Department of Mathematics, Mechanics and Mathematics Faculty, Kyiv National Taras Shevchenko University, Academician Glushkov Avenue 6, Kyiv 02022, Ukraine
Email: avi@univ.kiev.ua

DOI: 10.1090/S0094-9000-04-00596-4
PII: S 0094-9000(04)00596-4
Received by editor(s): 17/JUN/2002
Posted: May 24, 2004
Copyright of article: Copyright 2004, American Mathematical Society

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ISSN: 1547-7363(e) 0094-9000(p)

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