| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4643414 | Journal of Computational and Applied Mathematics | 2006 | 7 Pages |
Abstract
Sufficient and necessary conditions for the existence of a stochastically bounded solution of a nonlinear nonhomogeneous stochastic differential equation are found. The stationary and periodic cases are also considered. The results in [O.V. Il’chenko, Stochastically bounded solutions of a linear homogeneous stochastic differential equation, Theor. Probab. Math. Statist. 68 (2004) 41–48] are generalized.
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Jiaowan Luo,