| Volume 7, Number 1, 2017, Pages 67-78 DOI：10.11948/2017005 |
| Stochastic center of systems of stochastic differential equations on the plane |
| Guoting Chen,Changjian Liu |
| Keywords:Center conditions, stochastic differential equations. |
| Abstract: |
| We study a stochastic analogy of the famous center problem of Dulac for quadratic differential equations in the plane. We introduce the concept of center for systems of stochastic differential
equations of It\^o's type on the plane, called stochastic center. We derive a criterion for the existence of such a center. We apply it to obtain necessary and sufficient conditions for quadratic stochastic differential equations in dimension 2. |
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