Ergodic properties of stochastic differential equation solutions
Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 142-148
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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.
@article{TVP_1969_14_1_a15,
author = {V. B. Kolmanovskii},
title = {Ergodic properties of stochastic differential equation solutions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {142--148},
year = {1969},
volume = {14},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a15/}
}
V. B. Kolmanovskii. Ergodic properties of stochastic differential equation solutions. Teoriâ veroâtnostej i ee primeneniâ, Tome 14 (1969) no. 1, pp. 142-148. http://geodesic.mathdoc.fr/item/TVP_1969_14_1_a15/