| 关于随机微分方程的几乎必然指数稳定性 |
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| 引用本文： | 孙希平. 关于随机微分方程的几乎必然指数稳定性[J]. 南京大学学报(自然科学版), 1994, 30(1): 17-26 |
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| 作者姓名： | 孙希平 |
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| 作者单位： | 南京河海大学数理系 |
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| 摘 要： | 通过Ｌｙａｐｕｎｏｖ函数研究随机微分方程。
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| 关 键 词： | 指数稳定性 随机微分方程 C半鞅 |
THE ALMOST SURE EXPONENTIAL STABILITY OF THE STOCHASTIC DIFFERENTIAL EQUATIONS |
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| Sun Xiping. THE ALMOST SURE EXPONENTIAL STABILITY OF THE STOCHASTIC DIFFERENTIAL EQUATIONS[J]. Journal of Nanjing University: Nat Sci Ed, 1994, 30(1): 17-26 |
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| Authors: | Sun Xiping |
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| Abstract: | his paper deals with the almost sure exponential stability of the solutions of the following stochastic differential equations by means of the Lyapunov functions:Where F(x,t) is C-semimartingales, (*) implies many Stochastic Systems, such as SDEs with semimartingales and SDEs of ito type. What is more important, Our results can be used to estimate the upper bounds of the Lyapunov exponent of the stochastic folws. |
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| Keywords: | lyapunov function almost sure.exponential stability C-semimartingale upper martingale convergence theorem |
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