Stochastically bounded solutions of a linear nonhomogeneous stochastic differential equation
Author:
O. V. Il'chenko
Translated by:
V. Semenov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika, tom 68 (2003).
Journal:
Theor. Probability and Math. Statist. 68 (2004), 41-48
MSC (2000):
Primary 60H10; Secondary 34F05
DOI:
https://doi.org/10.1090/S0094-9000-04-00596-4
Published electronically:
May 24, 2004
MathSciNet review:
2000393
Full-text PDF Free Access
Abstract | References | Similar Articles | Additional Information
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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Additional Information
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:
https://doi.org/10.1090/S0094-9000-04-00596-4
Received by editor(s):
June 17, 2002
Published electronically:
May 24, 2004
Article copyright:
© Copyright 2004
American Mathematical Society
