Asymptotic analysis of a certain random differential equation

Arnaldo C. R. Nogueira

Stochastic Processes and their Applications, 1984, vol. 17, issue 2, 229-242

Abstract: We prove a limit theorem for the mathematical expectation of the solution of an initial value problem in a Hilbert space. The random differential equations considered here satisfy a strong mixing condition which is weaker than the one imposed in analogue results (Cogburn and Hersh, 1973; Papanicolaou and Varadhan, 1973). Our motivation to develop this analysis comes from a system (Nogueira, preprint) formed by coupling an external source to the Martin-Emch model (Martin and Emch, 1975).

Keywords: random; differential; equations; Hilbert; space; strong; mixing; condition; limit; theorem (search for similar items in EconPapers)
Date: 1984
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