Novak I. Asymptotic behavior and Oscillation of Solutions of Stochastic Ito Equations.

In this dissertation work asymptotic behavior of solutions of stochastic systems Іtо is analyzed by asymptotic equivalence method. Used the results on the asymptotic equivalence to find oscillations for solutions of linear second-order stochastic equation. Used the results on the asymptotic equivalence to find oscillations for solutions of linear second-order stochastic equation. Analyzed the asymptotic behavior of the distance between successive zeros of trajectories of solutions. Obtained analogs of classical assertions, the comparison theorem and the Sturm theorem. In the conclusion researched conditions of nonoscillation of nonlinear stochastic systems.