| 耦合方法与随机微分方程平均稳定性 |
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| 引用本文： | 张绍义. 耦合方法与随机微分方程平均稳定性[J]. 北京师范大学学报(自然科学版), 1999, 35(3): 320-322 |
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| 作者姓名： | 张绍义 |
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| 作者单位： | 北京师范大学数学系 |
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| 摘 要： | 用概率距离定义了随机微分方程平衡解的随机稳定性，进而用Ｍａｒｋｏｖ耦合研究了平均稳定性。
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| 关 键 词： | 随机微分方程 平均稳定性 概率距离 耦合法 |
COUPLING METHODS AND THE MEAN STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS |
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| Zhang Shaoyi. COUPLING METHODS AND THE MEAN STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS[J]. Journal of Beijing Normal University(Natural Science), 1999, 35(3): 320-322 |
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| Authors: | Zhang Shaoyi |
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| Abstract: | The equilibrium solutions of a stochastic differential equation are defined by probability metrics. Moreover, the mean stability of a stochastic differential equation is investigated by Markov coupling. |
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| Keywords: | Markov coupling stochastic differential equations mean stability |
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