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马尔可夫调配的随机微分方程的指数稳定性 被引量：4

NEW CRITERIONS ON EXPONENTIAL STABILITY OF A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH MARKOVIAN SWITCHING
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摘要 利用Gronwall不等式和广义Gronwall不等式研究了一类马尔可夫调配的随机微分方程的指数稳定性,建立了新的p阶均值指数稳定性判别准则,证明的两个定理,推广了现有文献的相应结果. In this paper,exponential stability of a class of stochastic differential equations with Markovian switching is studied,some sufficient conditions for the any p-th moment exponential stability are established.Our results extend and improve some existing the rusults.
作者 彭国强 黄立宏
机构地区 湖南大学数学与计量经济学院
出处 《广西师范大学学报（自然科学版）》 CAS 北大核心 2005年第2期44-47,共4页 Journal of Guangxi Normal University:Natural Science Edition
基金 国家自然科学基金资助项目(10371034)
关键词 马尔可夫链 LIAPUNOV函数 Stochastic微分方程 广义Ito^公式 指数稳定性 Markov chain Liapunov function Stochastic differential equations generalized It formula exponential stability
分类号 O211.63 [理学—概率论与数理统计]
  • 相关文献

参考文献11

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二级参考文献18

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共引文献13

同被引文献40

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引证文献4

二级引证文献13

广西师范大学学报（自然科学版）
2005年 第2期

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