Asymptotic equivalence of solutions of linear Itô stochastic systems

We investigate the problem of the asymptotic equivalence of stochastic systems of linear ordinary equations and stochastic equations in the sense of mean square and with probability one. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 10, pp. 1368–1384, October, 2006.