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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Igor Sikorsky Kyiv Polytechnic Institute
2017-09-01
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Series: | Наукові вісті Національного технічного університету України "Київський політехнічний інститут" |
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Online Access: | http://bulletin.kpi.ua/article/view/106506 |