Buldygin, V.V.; Klesov, O.I.; Steinebach, J.G.; Tymoshenko, O.A.
(2008)
In this paper we study the a.s. asymptotic behaviour of the solution of the stochastic dfferential equation dX(t) = g(X(t))dt +σ(X(t))dW(t), X(0) = b > 0, where g and σ are positive continuous functions and W is a Wiener ...