| 一类扩散过程的依分布稳定性 |
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| 引用本文： | 任继东,席福宝.一类扩散过程的依分布稳定性[J].北京理工大学学报,2002,22(5):540-543. |
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| 作者姓名： | 任继东 席福宝 |
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| 作者单位： | 北京理工大学,应用数学系,北京,100081 |
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| 摘 要： | 研究由IT O^型随机微分方程决定的一类扩散过程的稳定性.利用耦合方法得出与文献1]不同的依分布稳定的条件,再将依分布稳定性推广到依分布一致稳定性,并得出其成立的条件.
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| 关 键 词： | 扩散过程 IT O^方程 依分布收敛 耦合 |
| 文章编号： | 1001-0645(2002)05-0540-04 |
| 收稿时间： | 2001/11/14 0:00:00 |
| 修稿时间： | 2001年11月14日 |
Stability in Distribution for a Class of Diffusion Processes |
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| REN Ji-dong and XI Fu-bao.Stability in Distribution for a Class of Diffusion Processes[J].Journal of Beijing Institute of Technology(Natural Science Edition),2002,22(5):540-543. |
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| Authors: | REN Ji-dong and XI Fu-bao |
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| Institution: | Dept. of Applied Mathematics, Beijing Institute of Technology, Beijing100081, China;Dept. of Applied Mathematics, Beijing Institute of Technology, Beijing100081, China |
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| Abstract: | Coupling method is used to study the stability of a class of diffusions satisfying some kind of stochastic differential equations. A criterion about stability in distribution is presented, which is better than what has been proposed by G. Basak. The criterion has been extended to uniform stability in distribution. |
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| Keywords: | diffusion processes stochastic differential equation stability in distribution coupling |
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