Theory of Probability and Mathematical Statistics

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

Author(s): O. M. Stanzhits'kii
Translated by: V. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 68 (2003).
Journal: Theor. Probability and Math. Statist. No. 68 (2004), 147-155.
MSC (2000): Primary 34C25, 34C29, 34F05
Posted: June 10, 2004
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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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Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 34C25, 34C29, 34F05

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: 10.1090/S0094-9000-04-00602-7
PII: S 0094-9000(04)00602-7
Received by editor(s): 1/MAY/2001
Posted: June 10, 2004
Copyright of article: Copyright 2004, American Mathematical Society

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

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