STATIONARY SOLUTION FOR A STOCHASTIC LINARD EQUATION WITH MARKOVIAN SWITCHING

STATIONARY SOLUTION FOR A STOCHASTIC LINARD EQUATION WITH MARKOVIAN SWITCHING

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摘要 This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition. This paper considers a stochastic Lienard equation with Markovian switching. The Feller continuity of its solution is proved by the coupling method and a truncation argument. The existence of a stationary solution for the equation is also proved under the Foster-Lyapunov drift condition.

作者席福宝赵丽琴

机构地区 Department of Mathematics Beijing Institute of Technology Department of Mathematics Beijing Normal University

出处《Acta Mathematica Scientia》 SCIE CSCD 2005年第1期95-104,共10页 数学物理学报（B辑英文版）

基金 ThisprojectissupportedbytheNationalNaturalScienceFoundationofChina(19901001)theSRFforROCS,SEM.

关键词 COUPLING TRUNCATION feller continuity stationary solution Coupling, truncation, feller continuity, stationary solution

分类号 O211.63 [理学—概率论与数理统计]

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参考文献1

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共引文献1

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Acta Mathematica Scientia

2005年第1期

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STATIONARY SOLUTION FOR A STOCHASTIC LINARD EQUATION WITH MARKOVIAN SWITCHING

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