| 带泊松跳马尔可夫调制随机微分方程的渐近稳定性 |
| |
| 引用本文： | 赵桂华,王黎明.带泊松跳马尔可夫调制随机微分方程的渐近稳定性[J].河北大学学报(自然科学版),2011,31(6):578-580. |
| |
| 作者姓名： | 赵桂华 王黎明 |
| |
| 作者单位： | 1. 江苏科技大学数理学院,江苏镇江,212003
2. 哈尔滨工业大学数学系,山东威海,264209 |
| |
| 基金项目： | 国家自然科学基金资助项目(11062189); 江苏科技大学博士启动基金资助项目(35050903) |
| |
| 摘 要： | 对带泊松跳马尔可夫调制随机微分方程的渐近稳定性进行了研究.通过对解析解的分析,给出了方程解析解渐近稳定的充分条件.
|
| 关 键 词： | 随机微分方程 泊松 马尔可夫调制 渐近稳定 |
Asymptotical Stability of Stochastic Differential Equations With Poisson Jump and Markov Switching |
| |
| ZHAO Gui-hua,WANG Li-ming.Asymptotical Stability of Stochastic Differential Equations With Poisson Jump and Markov Switching[J].Journal of Hebei University (Natural Science Edition),2011,31(6):578-580. |
| |
| Authors: | ZHAO Gui-hua WANG Li-ming |
| |
| Institution: | ZHAO Gui-hua1,WANG Li-ming2(1.Department of Mathematics,Jiangsu University of Science and Technology,Zhenjiang 212003,China,2.Department of Mathematics,Harbin Institute of Technology,Weihai 264209,China) |
| |
| Abstract: | This paper deals with the asymptotic stability of stochastic differential equations with Poisson jump and Markov switching.By studying the analytic solution,the asymptotic stability condition of analytic solution is given. |
| |
| Keywords: | stochastic differential equation Poisson markov switching asymptotical stability |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
