Markov调制的随机微分方程解的比较定理被引量：1

On a comparison theorem for solutions of stochastic differential equations with Markoving switching

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摘要证明了一维M arkov调制的随机微分方程解的比较定理。 A comparison heorem for solutions of one- dimensional stochastic with Markovian switching is obtaiwed.

作者徐立峰

机构地区湖北师范学院数学系

出处《湖北师范学院学报（自然科学版）》 2006年第2期31-34,共4页 Journal of Hubei Normal University(Natural Science)

关键词 MARKOV过程随机微分方程比较定理 Markov process stochastic differential equation comparison theorm

参考文献5

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1龚光鲁.随机微分方程引论(第二版)[M].北京:北京大学出版社,1976.
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湖北师范学院学报（自然科学版）

2006年第2期

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