Buldygin, V.V.; Klesov, O.I.; Steinebach, J.G.
(2005)
We consider the a.s. asymptotic behaviour of a solution of the stochastic differential
equation (SDE) dX(t) = g(X(t))dt + σ(X(t))dW(t), with X(0) ≡ b > 0, where g(.)
and σ(.) are positive continuous functions and W(.) ...