关于随机微分方程的几乎必然指数稳定性

THE ALMOST SURE EXPONENTIAL STABILITY OF THE STOCHASTIC DIFFERENTIAL EQUATIONS

通过Ｌｙａｐｕｎｏｖ函数研究随机微分方程：的几乎必然指数稳定性，这里Ｆ（ｘ，ｔ）是连续Ｃ－半鞅，方程（＊）包含许多重要的随机系统，例如连续半鞅型方程和经典的Ｉｔｏ型方程，更重要的，有关结果可用来研究随机流的Ｌｙａｐｕｎｏｖ指数的上界．

his paper deals with the almost sure exponential stability of the solutions of the following stochastic differential equations by means of the Lyapunov functions:Where F(x,t) is C-semimartingales, (*) implies many Stochastic Systems, such as SDEs with semimartingales and SDEs of ito type. What is more important, Our results can be used to estimate the upper bounds of the Lyapunov exponent of the stochastic folws.