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一类随机微分方程指数稳定性的判别

Criterions on Exponential Stability of a Class of Stochastic Differential Equations
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摘要 利用Gronwall不等式和广义Gronwall不等式研究了一类It^o型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,去掉了通常文献中对算子LV为负定的必要条件. The exponential stability of a class of stochastic differential equations was studied by using Gronwall and generalized Gronwall inequality. Some sufficient conditions for the any p-th moment exponential stability were established. The necessary condition that LV is negative definition in the known references was deleted.
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 《湖南大学学报（自然科学版）》 EI CAS CSCD 北大核心 2007年第5期90-92,共3页 Journal of Hunan University:Natural Sciences
基金 国家自然科学基金资助项目(10371034)
关键词 随机微分方程 LIAPUNOV函数 广义Ito^公式 指数稳定性 stochastic differential equations Liapunov functional generalized Ito^ formula exponential stability
分类号 O211.63 [理学—概率论与数理统计]
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参考文献10

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共引文献2

湖南大学学报（自然科学版）
2007年 第5期

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