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On the asymptotic stability and the boundedness of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form
We consider the asymptotic stability and the boundedness with probability one of solutions of linear Ito stochastic differential equations not reduced to the Cauchy form and give some numerical examples to show that our sufficient conditions for the asymptotic stability with probability one of solut...
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| Lenguaje: | eng |
| Publicado: |
2002
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| Acceso en línea: | http://cds.cern.ch/record/644278 |