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On the Asymptotic Properties of Solutions of Linear Stochastic Differential Equations in Rd |
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| Authors: | Buldygin V. V. Koval' V. O. |
| Affiliation: | (1) Kiev Polytechnic Institute, Kiev |
| Abstract: | We investigate necessary and sufficient conditions for the almost-sure boundedness of normalized solutions of linear stochastic differential equations in Rdand their almost-sure convergence to zero. We establish an analog of the bounded law of iterated logarithm. |
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