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Theory of Stochastic Processes, 2007, Volume 13(29), Issue 1, Pages 103–109 (Mi thsp189)  
Asymptotic equivalence of the solutions of the linear stochastic Ito equations in the Hilbert space

Andriy Krenevych

Department of Mathematical Physics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
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Abstract: We obtain the sufficient conditions of asymptotic equivalence in mean square and with probability one of linear ordinary and stochastic Ito equations in the Hilbert space.
Keywords: Ito equations, asymptotic equivalence.
Bibliographic databases:
Document Type: Article
MSC: 60H10
Language: English
Citation: Andriy Krenevych, “Asymptotic equivalence of the solutions of the linear stochastic Ito equations in the Hilbert space”, Theory Stoch. Process., 13(29):1 (2007), 103–109
Citation in format AMSBIB
\Bibitem{Kre07}
\by Andriy~Krenevych
\paper Asymptotic equivalence of the
solutions of the linear stochastic Ito
equations in the Hilbert space
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 1
\pages 103--109
\mathnet{http://mi.mathnet.ru/thsp189}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2343815}
\zmath{https://zbmath.org/?q=an:1142.60366}
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