V. V. Buldygin, O. I. Klesov, J. G. Steinebach, O. A. Tymoshenko, “On the <nobr>$\varphi$</nobr>-asymptotic behaviour of solutions of stochastic differential equations”, Theory Stoch. Process., 2008, Volume 14(30), Issue 1,Pages <nobr>11

On the $\varphi$-asymptotic behaviour of solutions of stochastic differential equations

V. V. Buldygin^a, O. I. Klesov^a, J. G. Steinebach^b, O. A. Tymoshenko^a

^a Department of Mathematical Analysis and Probability Theory, National Technical University of Ukraine (KPI), pr. Peremogy, 37, Kyiv 03056, Ukraine
^b Universität zu Köln, Mathematisches Institut, Weyertal 86-90, D-50931 Köln, Germany

MSC: Primary 60H10; Secondary 34D05, 60F15, 60G17

Language: English