Limit theorems for solutions of stochastic differential equation problems

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.

Bibliographic Details
Main Authors: J. Vom Scheidt, W. Purkert
Format: Article
Language:English
Published: Hindawi Limited 1980-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Online Access:http://dx.doi.org/10.1155/S0161171280000087
id doaj-2004b130eb7e42b38c49e10a20fa3b0b
record_format Article
spelling doaj-2004b130eb7e42b38c49e10a20fa3b0b2020-11-24T23:41:33ZengHindawi LimitedInternational 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
collection DOAJ
language English
format Article
sources DOAJ
author J. Vom Scheidt
W. Purkert
spellingShingle J. Vom Scheidt
W. Purkert
Limit theorems for solutions of stochastic differential equation problems
International Journal of Mathematics and Mathematical Sciences
author_facet J. Vom Scheidt
W. Purkert
author_sort J. Vom Scheidt
title Limit theorems for solutions of stochastic differential equation problems
title_short 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_sort limit theorems for solutions of stochastic differential equation problems
publisher Hindawi Limited
series International Journal of Mathematics and Mathematical Sciences
issn 0161-1712
1687-0425
publishDate 1980-01-01
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.
url http://dx.doi.org/10.1155/S0161171280000087
work_keys_str_mv AT jvomscheidt limittheoremsforsolutionsofstochasticdifferentialequationproblems
AT wpurkert limittheoremsforsolutionsofstochasticdifferentialequationproblems
_version_ 1725506723982082048

Similar Items