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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 1, Pages 142–148
(Mi tvp1127)
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Short Communications
Ergodic properties of stochastic differential equation solutions
V. B. Kolmanovskii Moscow
Abstract:
In the paper sufficient conditions of the existence of stationary ergodic and/or having the wide-sense mixing property solutions of stochastic differential equations are obtained.
Received: 16.10.1967
Citation:
V. B. Kolmanovskii, “Ergodic properties of stochastic differential equation solutions”, Teor. Veroyatnost. i Primenen., 14:1 (1969), 142–148; Theory Probab. Appl., 14:1 (1969), 141–146
Linking options:
https://www.mathnet.ru/eng/tvp1127 https://www.mathnet.ru/eng/tvp/v14/i1/p142
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Abstract page: | 359 | Full-text PDF : | 145 |
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