On the Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations
This paper studies the asymptotic behavior of solutions of linear stochastic functional-differential equations. This behavior is investigated using the method of asymptotic equivalence, according to which an ordinary system of linear differential equations is constructed based on the initial stochas...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Oles Honchar Dnipro National University
2023-05-01
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| Series: | Journal of Optimization, Differential Equations and Their Applications |
| Subjects: | |
| Online Access: | https://model-dnu.dp.ua/index.php/SM/article/view/184 |