Asymptotic behavior of solutions to stochastic differential equations with interaction
Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 1-8
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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.
@article{THSP_2020_25_2_a0,
author = {M. A. Belozerova},
title = {Asymptotic behavior of solutions to stochastic differential equations with interaction},
journal = {Teori\^a slu\v{c}ajnyh processov},
pages = {1--8},
publisher = {mathdoc},
volume = {25},
number = {2},
year = {2020},
language = {en},
url = {http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a0/}
}
M. A. Belozerova. Asymptotic behavior of solutions to stochastic differential equations with interaction. Teoriâ slučajnyh processov, Tome 25 (2020) no. 2, pp. 1-8. http://geodesic.mathdoc.fr/item/THSP_2020_25_2_a0/