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| 随机差分方程的比较定理(英) | |
| 引用本文： | 王婷,郭小林,杨生武.随机差分方程的比较定理(英)[J].华东师范大学学报(自然科学版),2008,2008(3):59-66. |
| 作者姓名： | 王婷 郭小林 杨生武 |
| 作者单位： | 1. 华东师范大学,统计与精算学系,上海200062 2. 安徽财经大学信息工程学院,安徽,蚌埠233041 3. 蚌埠坦克学院,安徽,蚌埠233013 |
| 摘 要： | 研究一类由随机序列驱动的非线性随机差分方程; 给出了该类方程的两个比较定理; 并作为比较定理的应用, 给出了随机差分方程的解的p-阶矩稳定和p-阶矩有界的判别条件. |
| 关 键 词： | 随机差分方程 比较定理 p-阶矩稳定性 p-阶矩有界性 随机差分方程 比较定理 p-阶矩稳定性 p-阶矩有界性 |
| 收稿时间： | 2007-4-24 |
| 修稿时间： | 2007-8-23 |
Comparison theorems of stochastic difference equations(English) |
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| WANG Ting,GUO Xiao-lin,YANG Sheng-wu.Comparison theorems of stochastic difference equations(English)[J].Journal of East China Normal University(Natural Science),2008,2008(3):59-66. | |
| Authors: | WANG Ting GUO Xiao-lin YANG Sheng-wu |
| Institution: | 1. Department of Statistics, East China Normal University, Shanghai 200062, China; 2. School of Information Technology, Anhui University of Finance andEconomics, Bengbu Anhui 233041, China3. Bengbu Tank Institute, Bengbu Anhui 233013, China |
| Abstract: | This paper studied a kind of nonlinear stochastic difference equations, whose randomness is driven by a stochastic series. Two comparison theorems were obtained. At last, p-moment stability and p-moment boundedness of solutions to stochastic difference equations were presented as applications of obtained comparison theorems. |
| Keywords: | stochastic difference equation comparison theorem p-moment stability p-moment boundedness |
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