Limit theorems for solutions of stochastic differential equation problems
In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1980-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S0161171280000087 |
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