摘要
本文用随机Ｌｙｐｕｎｏｖ函数和指数鞅不等式研究由非线性积分驱动的随机微分方程定义的半鞅流的性质，得出流的Ｌｙｓｐｕｎｏｖ指数的估计式。
This paper,making use of stochastic Lyapunov functions and the exponntial martingale inequality,Studies property of the solution Of a stochastic diffenrential equation driven by a nonlinear integrator. we obtain upper estimates for the Lyapunov exponents of the semimartingale flows.
出处
《广西工学院学报》
CAS
1995年第4期1-6,共6页
Journal of Guangxi University of Technology
关键词
半鞅
半鞅流
几乎必然指数
李雅普诺夫指数
emimartingale, Local characteristic
Generalized Ito's formula
Semimartingale flows
Almost sure Lyapunov exponent.
