Limit theorems for solutions of stochastic differential equation problems

J. Vom Scheidt and W. Purkert

International Journal of Mathematics and Mathematical Sciences, 1980, vol. 3, 1-37

Abstract:

In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.

Limit theorems are proved for the eigenvalues and the eigenfunctions of eigenvalue problems and for the solutions of boundary value problems and initial value problems.

Date: 1980
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:397497

DOI: 10.1155/S0161171280000087

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