摘要
本文主要考察确定性ｋ值随机微分方程（Ⅰ）ｄｘｔ＝Ａｘｔｄｔ和关于Ｈ值Ｃ．Ｂ．
The article discussed stability of following stachastic differential equations and those relation. (1) K-valued stachastic differential equation: (1) dxt=AXtdt; (2) H-valued C. B. M stachastic differential equation, (Ⅱ) dXt=AXtdt+G (Xt) dBt. (Ⅲ) dXt=AXtdt+g (Xt-Xt-τ) dBt (where τ is a small enough)
出处
《广西民族大学学报（自然科学版）》
CAS
1995年第1期18-24,共7页
Journal of Guangxi Minzu University ：Natural Science Edition
关键词
稳定性
柱布朗运动
发展解
强解
Stability
C. B. M
Evolution solution
Strong solution
