Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space

dc.contributor.author	Krenevych, A.
dc.date.accessioned	2009-11-19T10:14:29Z
dc.date.available	2009-11-19T10:14:29Z
dc.date.issued	2007
dc.identifier.citation	Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space / A. Krenevych // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 103-109. — Бібліогр.: 4 назв.— англ.	en_US
dc.identifier.issn	0321-3900
dc.identifier.uri	http://dspace.nbuv.gov.ua/handle/123456789/4481
dc.description.abstract	We obtain the suffcient conditions of asymptotic equivalence in mean square and with probability one of linear ordinary and stochastic Ito equations in the Hilbert space.	en_US
dc.language.iso	en	en_US
dc.publisher	Інститут математики НАН України	en_US
dc.title	Asymptotic equivalence of the solutions of the linear stochastic ito equations in the Hilbert space	en_US
dc.type	Article	en_US
dc.status	published earlier	en_US