Titlebook: Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations; Grigorij Kulinich,Svitlana Kushnirenko,Yuliya Mish Book 20

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perpetual

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合同

https://doi.org/10.1007/978-1-4302-0358-2een equations whose solutions have ergodic distribution, and equations with stochastically unstable solutions. To simplify calculations and to visualize better the influence of the drift coefficient of the equation on the asymptotic behavior of solution, we consider Eq. (.) with .. Statements about

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Incipient Turbulence and Chaos,mogeneous It? stochastic differential equation . where .?>?0 is a parameter, . are measurable functions, . for all . and .?≥?0, .. are standard Wiener processes, . are continuous functions, and . are measurable locally bounded functions. Section 6.1 contains some preliminary remarks, notations, and

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Asymptotic Analysis of Unstable Solutions of Stochastic Differential Equations978-3-030-41291-3Series ISSN 2039-1471 Series E-ISSN 2039-148X

特征

Andrei Alexandru,Gabriel Ciobanued that . is stochastically unstable solution of some It?’s SDE, and the integrals exist for every .?>?0 in the respective sense. Also, we assume that the integrals are unbounded in probability, as .?→?+..