Short Communications

Ergodic properties of stochastic differential equation solutions

V. B. Kolmanovskii

Moscow

Abstract: In the paper sufficient conditions of the existence of stationary ergodic and/or having the wide-sense mixing property solutions of stochastic differential equations are obtained.

Received: 16.10.1967

 English version: Theory of Probability and its Applications, 1969, 14:1, 141–146

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