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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| _version_ | 1849307048048590848 |
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| author | J. Vom Scheidt W. Purkert |
| author_facet | J. Vom Scheidt W. Purkert |
| author_sort | J. Vom Scheidt |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-2004b130eb7e42b38c49e10a20fa3b0b |
| institution | Kabale University |
| issn | 0161-1712 1687-0425 |
| language | English |
| publishDate | 1980-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | International Journal of Mathematics and Mathematical Sciences |
| spelling | doaj-art-2004b130eb7e42b38c49e10a20fa3b0b2025-08-20T03:54:52ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251980-01-013111314910.1155/S0161171280000087Limit theorems for solutions of stochastic differential equation problemsJ. Vom Scheidt0W. Purkert1Ingenieurhochschule Zwickau, Zwickau DDR-95, GermanyIngenieurhochschule Zwickau, Zwickau DDR-95, GermanyIn 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.http://dx.doi.org/10.1155/S0161171280000087 |
| spellingShingle | J. Vom Scheidt W. Purkert Limit theorems for solutions of stochastic differential equation problems International Journal of Mathematics and Mathematical Sciences |
| title | Limit theorems for solutions of stochastic differential equation problems |
| title_full | Limit theorems for solutions of stochastic differential equation problems |
| title_fullStr | Limit theorems for solutions of stochastic differential equation problems |
| title_full_unstemmed | Limit theorems for solutions of stochastic differential equation problems |
| title_short | Limit theorems for solutions of stochastic differential equation problems |
| title_sort | limit theorems for solutions of stochastic differential equation problems |
| url | http://dx.doi.org/10.1155/S0161171280000087 |
| work_keys_str_mv | AT jvomscheidt limittheoremsforsolutionsofstochasticdifferentialequationproblems AT wpurkert limittheoremsforsolutionsofstochasticdifferentialequationproblems |