Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space
We obtain the suffcient conditions of asymptotic equivalence in mean square and with probability one of linear ordinary and stochastic Ito equations in the Hilbert space.
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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4481 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space / A. Krenevych // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 103-109. — Бібліогр.: 4 назв.— англ. |