Asymptotic behavior of solutions to stochastic differential equations with interaction

M. A. Belozerova
Theory of Stochastic Processes
Vol.25 (41), no.2, 2020, pp.1-8
Two-dimensional stochastic differential equation with interaction is considered. The large time behavior of the distance between two solutions starting from different points is studied. A nonzero limit that characterize this distance together with the analogue of the triangle inequality for the map that characterize the limit distance are obtained.
DOI: https://doi.org/10.37863/tsp-4121179069-28
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