Strong Law of Large Numbers for Solutions of Non-Autonomous Stochastic Differential Equations

Background. Asymptotic behavior at infinity of non-autonomous stochastic differential equation solutions is studied in the paper.  Objective. The aim of the work is to find sufficient conditions for the strong law of large numbers for a random process which is a solution of non-autonomous stochasti...

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Bibliographic Details
Main Authors: Oleg I. Klesov, Ilona I. Sirenka, Olena A. Tymoshenko
Format: Article
Language:English
Published: Igor Sikorsky Kyiv Polytechnic Institute 2017-09-01
Series:Наукові вісті Національного технічного університету України "Київський політехнічний інститут"
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Online Access:http://bulletin.kpi.ua/article/view/106506