limit theorems for solutions of stochastic differential equation problems
;J. Vom Scheidt;W. Purkert
structural engineering and mechanics1980Vol. 3pp. 113-149
122
scheidt1980internationallimit
Abstract
In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.