How to find steady state (stationary) solution of a stochastic differential equation?

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i am trying to find steady state solution of a stochastic differential equation $$ dy_t = \mathcal{A}\ y_s\ dt + \mathcal{B}_{1}\ y_s\ d\mu_{1}+ \mathcal{B}_{2t}\ y_s\ d\mu_{2t} \,\, , $$ where $\mathcal{A}$ , $\mathcal{B}_1$ and $\mathcal{B}_2$ are operators , $d\mu_{1t}$ and $d\mu_{2t}$ are multiplicative white noises.
Is there any way or any literature where i can find some help for Steady state and stationary solution of SDE with multiplicative noises. Thanks in advance.