ISSN 1817-2172, рег. Эл. № ФС77-39410, ВАК

Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

Extinction Time of Some Stochastic Differential Equations


Diabate Nabongo

Universite d'Abobo-Adjame, UFR-SFA,
Departement de Mathщmatiques et Informatiques,
16 BP 372 Abidjan 16, (Cote d'Ivoire)

Theodore K. Boni

Institut National Polytechnique
Houphouet-Boigny de Yamoussoukro,
BP1093 Yamoussoukro, (Cote d'Ivoire)


In this paper, we consider a stochastic differential equation. Under some conditions, we show that any solution of the above problem extincts in a finite time and its extinction time goes to that of the solution of certain differential equation when the parameter of the diffusion tends to zero. We also extend the above result to other classes of extinction problems.
AMS subject classifications(2000): 60H10, 60G17, 34F05
Key-words: Stochastic differential equations, extinction, extinction time.

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