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JOURNALS // Theory of Stochastic Processes // Archive

Theory Stoch. Process., 2020 Volume 25(41), Issue 2, Pages 1–8 (Mi thsp313)

Asymptotic behavior of solutions to stochastic differential equations with interaction

M. A. Belozerova

Odessa I. I. Mechnikov National University, Dvoryanskaya str., 2, Odessa, 65082, Ukraine

Abstract: Two-dimensional stochastic differential equation with interaction is considered. The large time behavior of the distance between two solutions starting from different points is studied. A nonzero limit that characterize this distance together with the analogue of the triangle inequality for the map that characterize the limit distance are obtained.

Keywords: SDE with interaction, distance between solutions, long time behavior of solutions.

MSC: 60H10, 60H99

Language: English



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