LaSalle's Theorem for Stochastic Differential Equations

LaSalle's Theorem for Stochastic Differential Equations

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摘要 In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work. In this paper, we establish a the LaSalle's theorem for stochastic differential equation based on Li's work, and give a more general Lyapunov function which it is more easy to apply. Our work has partly generalized Mao's work.

作者黄庆道田萍王国明

机构地区 College of Mathematics College of Commerce College of Mathematics

出处《Northeastern Mathematical Journal》 CSCD 2003年第4期381-386,共6页 东北数学（英文版）

基金 Foundation item: The project supported partially by Fund of Post-doctor of China.

关键词 LaSalle's theorem Lyapunov function Ito's formula LaSalle's theorem, Lyapunov function, Ito's formula

分类号 O175 [理学—基础数学]

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Northeastern Mathematical Journal

2003年第4期

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LaSalle's Theorem for Stochastic Differential Equations

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