On Asymptotic Behavior of Stochastic Differential Equation Solutions in Multidimensional Space
Probability
2023-06-06 v1
Abstract
Consider the multidimensional SDE We study the asymptotic behavior of its solution as , namely, we study sufficient conditions of transience of its solution , stabilization of its multidimensional angle , and asymptotic equivalence of solutions of the given SDE and the following ODE without noise:
Keywords
Cite
@article{arxiv.2306.02089,
title = {On Asymptotic Behavior of Stochastic Differential Equation Solutions in Multidimensional Space},
author = {Viktor Yuskovych},
journal= {arXiv preprint arXiv:2306.02089},
year = {2023}
}