动态随机系统的实用稳定性

PRACTICAL STABILITY OF DYNAMIC STOCHASTIC SYSTEMS

本文对由样本随机徽分方程描述的动态随机系统提出了在非李雅普诺夫意义下的随机实用稳定性概念,并利用李雅普诺夫型的函数和比较原理,建立了该类随机系统为随机实用稳定的若干判据。

In this paper,the concept of random practical stability in the non-Lya- punov sense is proposed for dynamic stochastic systems described by sample differential equations.By using the Lyapunov functions and the comparison principle,several crite- ria are established for the stochastic systems to be randomly practically stable.