| 一类随机微分方程指数稳定性的判别 |
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| 引用本文： | 彭国强,黄立宏.一类随机微分方程指数稳定性的判别[J].湖南大学学报(自然科学版),2007,34(5):90-92. |
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| 作者姓名： | 彭国强 黄立宏 |
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| 作者单位： | 湖南大学,数学与计量经济学院,湖南,长沙,410082 |
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| 基金项目： | 国家自然科学基金资助项目(10371034) |
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| 摘 要： | 利用Gronwall不等式和广义Gronwall不等式研究了一类It^o型随机微分方程的指数稳定性,建立了新的p阶均值指数稳定性判别准则,去掉了通常文献中对算子LV为负定的必要条件.
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| 关 键 词： | 随机微分方程 Liapunov函数 广义It^o公式 指数稳定性 |
| 文章编号： | 1000-2472（2007）05-0090-03 |
| 修稿时间： | 2006-07-02 |
Criterions on Exponential Stability of a Class of Stochastic Differential Equations |
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| PENG Guo-qiang,HUANG Li-hong.Criterions on Exponential Stability of a Class of Stochastic Differential Equations[J].Journal of Hunan University(Naturnal Science),2007,34(5):90-92. |
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| Authors: | PENG Guo-qiang HUANG Li-hong |
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| Institution: | College of Mathematics and Econometrics, Hun,an Urtiv,Changsha,Hunan 410082,China |
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| Abstract: | The exponential stability of a class of stochastic differential equations was studied by using Gronwall and generalized Gronwall inequality.Some sufficient conditions for the any p-th moment exponential stability were established.The necessary condition that LV is negative definition in the known references was deleted. |
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| Keywords: | stochastic differential equations Liapunov functional generalized It formula exponential stability |
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