On the Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations

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...

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Bibliographic Details
Main Authors: Olexandr M. Stanzhytskyi, Grygoriy O. Petryna, Maryna V. Hrysenko
Format: Article
Language:English
Published: Oles Honchar Dnipro National University 2023-05-01
Series:Journal of Optimization, Differential Equations and Their Applications
Subjects:
asymptotic behavior
delay
cauchy matrix
probability
Online Access:https://model-dnu.dp.ua/index.php/SM/article/view/184

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