ASYMPTOTIC EQUIVALENCE OF THE SOLUTIONS OF THE LINEAR STOCHASTIC ITO EQUATIONS IN THE HILBERT SPACE
ANDRIY KRENEVYCHTheory of Stochastic Processes Vol.13 (29), no.1-2, 2007, pp.103-109
We obtain the sufficient conditions of asymptotic equivalence in mean square and with probability one of linear ordinary and stochastic Ito equations in the Hilbert space.
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