On the Limit Behaviour of Weak Solutions to Stochastic Bilinear Equations

Abstract

The limit behaviour of a weak solution to a special type of a stochastic bilinear equation with fractional Brownian motion is studied. The stochastic integral is understood in the Skorokhod sense.

Keywords

• Limit Behaviour
• Weak Solution
• Stochastic Bilinear Equations
• Fractional Brownian Motion