| 关于随机微分系统的M_0—稳定性 |
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| 引用本文： | 胡宣达,冯昭枢.关于随机微分系统的M_0—稳定性[J].南京大学学报(自然科学版),1991(2). |
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| 作者姓名： | 胡宣达 冯昭枢 |
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| 作者单位： | 南京大学数学系，华南理工大学 |
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| 基金项目： | 国家自然科学基金资助项目 |
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| 摘 要： | 本文的目的是将确定性常微系统的M_0—稳定性概念与结果,推广到一般随机微分系统.然后,利用这些结果来研究随机受扰确定性系统M_0—稳定性的条件;借助未受扰确定性系统的Lynpunov一型函数及比较方法,得到了随机受扰系统M_0—几乎必然一致渐近稳定性与M_0—p阶矩一致渐近稳定性的充分条件.
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| 关 键 词： | 随机微分系统 M_0—稳定性 |
ON M_0-STABILITY OF RANDOM DIFFERENTIAL SYSTEMS |
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| Hu Xuanda.ON M_0-STABILITY OF RANDOM DIFFERENTIAL SYSTEMS[J].Journal of Nanjing University: Nat Sci Ed,1991(2). |
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| Authors: | Hu Xuanda |
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| Institution: | Hu Xuanda (Departmint of Mathematics) Feng Zhaoshu (South China University of Science and Technology) |
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| Abstract: | The purpose of this paper is to generalize the concept and results of M_0-stability from deterministic ordinary differential systems to general random differential systems and then to make use of these to investigate M_0-stability conditions of randomly pertutbed deterministic systems. Certain criteria of M_0-almost sure uniformly asymptotic stability and M_0-uniformly asymptotic stability in the p-th moment are established by means of Lyapunov-type function of unperturbed determinstic system and comparison method. |
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| Keywords: | random differential system M_0-stability |
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