| THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE—TIME NONLINEAR STOCHASTIC SYSTEMS |
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| 引用本文： | 胡良剑. THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE—TIME NONLINEAR STOCHASTIC SYSTEMS[J]. 东华大学学报(英文版), 1996, 0(1) |
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| 作者姓名： | 胡良剑 |
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| 摘 要： | In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise.
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THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS |
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| Hu Liangjian. THE EXISTENCE OF PERIODIC SOLUTIONS TO DISCRETE-TIME NONLINEAR STOCHASTIC SYSTEMS[J]. Journal of Donghua University, 1996, 0(1) |
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| Authors: | Hu Liangjian |
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| Affiliation: | Department of Basic Sciences |
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| Abstract: | In this paper, we have presented some general necessary and sufficient conditions for the existence of periodic solutions to nonlinear stochastic difference equations on semi-compact topological space. Effective sufficient conditions in terms of Lyapunov functions are derived for the systems linear in noise. |
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| Keywords: | semi-compact periodic stochastic process stochastic difference equation tightness transition probability |
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