| 脉冲随机微分方程的a．S．指数稳定性 |
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| 引用本文： | 刘翙,徐丽丽.脉冲随机微分方程的a．S．指数稳定性[J].湖北师范学院学报(自然科学版),2014(4):63-67. |
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| 作者姓名： | 刘翙 徐丽丽 |
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| 作者单位： | 湖北师范学院数学与统计学院,湖北黄石,435002 |
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| 摘 要： | 基于Itσ随机微积分理论，运用Lyapunov函数的方法，Borel－Cantelli引理及随机分析技巧得到了带脉冲随机微分方程零解a．s．指数稳定的条件．
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| 关 键 词： | 随机微分方程 脉冲 a.s指数稳定 |
The almost surely exponential stability of stochastic differential equations with impulse effect |
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| LIU Hui,XU Li-li.The almost surely exponential stability of stochastic differential equations with impulse effect[J].Journal of Hubei Normal University(Natural Science),2014(4):63-67. |
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| Authors: | LIU Hui XU Li-li |
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| Institution: | LIU Hui;XU Li-li;College of Mathematics and Statistics,Hubei Normal University; |
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| Abstract: | This paper is devoted to the stability of stochastic differential equations with impulse effect. Based on the theory of Itσ＇s stochastic calulus, the almost surely exponential stability of stochastic differential equations with impulse effect is ad- dressed. By employing the method of vector Lyapunov functions, Borel - Cantelli lemma and some techinques in stochastic a- nalysis some sufficient conditions for the almost surely exponential stability are established. |
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| Keywords: | stochastic differential equations impulse effect almost surely exponential stability |
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