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Asymptotic behavior of solutions to stochastic differential equations with interaction
M. A. Belozerova Odessa I. I. Mechnikov National University, Dvoryanskaya str., 2, Odessa, 65082, Ukraine
Abstract:
Two-dimensional stochastic differential equation with interaction is considered. The large time behavior of the distance between two solutions starting from different points is studied. A nonzero limit that characterize this distance together with the analogue of the triangle inequality for the map that characterize the limit distance are obtained.
Keywords:
SDE with interaction, distance between solutions, long time behavior of solutions.
Citation:
M. A. Belozerova, “Asymptotic behavior of solutions to stochastic differential equations with interaction”, Theory Stoch. Process., 25(41):2 (2020), 1–8
Linking options:
https://www.mathnet.ru/eng/thsp313 https://www.mathnet.ru/eng/thsp/v25/i2/p1
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Abstract page: | 129 | Full-text PDF : | 55 | References: | 27 |
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