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On asymptotically periodic solution of a stochastic differential equation
Prépublication

On asymptotically periodic solution of a stochastic differential equation

Solym M Manou-Abi et William Dimbour
09/12/2018

Résumé

Mathematics - Probability
In this paper, we first introduce the concept and properties of - periodic limit process. Then we apply specific criteria obtained to investigate asymptotically -periodic mild solutions of a Stochastic Differential Equation driven by a Brownian motion. Finally, we give an example to show usefulness of the theoritical results that we obtain in the paper.

Indicateurs

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Détails

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